Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -32858292.8526 | -18702.4236 | -32839590.429 | 37583114.0477 | 68735833.6238 | -31152719.576 |
Total P&L (%) | -32858.2929 | -18.7024 | -32839.5904 | 37583.114 | 68735.8336 | -31152.7196 |
Avg Daily Profit (%) | -16.0794 | -0.0092 | -16.0703 | 0.2907 | 0.3203 | 0 |
Buy And Hold Return (%) | 3945.1128 | 3945.1128 | 3945.1128 | 3945.1128 | 3945.1128 | 3945.1128 |
Max Trade Drawdown | -33042447 | -95395 | -32979261 | -116964112 | -17205879 | -142004381 |
Profit Factor | 0.0122 | 0.877 | 0.0082 | 1.1957 | 2.893 | 0.8 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 61 | 28 | 33 | 33 | 19 | 14 |
Losing Trades | 14 | 10 | 4 | 42 | 19 | 23 |
Profitability (%) | 81.3333 | 73.6842 | 89.1892 | 44 | 50 | 37.8378 |
Ratio Avg Win / Avg Loss | 0.0028 | 0.3132 | 0.001 | 1.5217 | 2.893 | 1.3143 |
Largest Winning Trade | 35415 | 14749 | 35415 | 80374672 | 80374672 | 59238618 |
Largest Losing Trade | -32877193 | -68918 | -32877193 | -88083109 | -8347518 | -88083109 |
Avg Bars in Trades | 47 | 20 | 76 | 47 | 20 | 76 |
Avg Bars in Winners | 12 | 5 | 18 | 54 | 29 | 87 |
Avg Bars in Losers | 200 | 61 | 548 | 42 | 10 | 69 |
Bars Traded | 3577 | 760 | 2818 | 3577 | 760 | 2818 |
Profit Streak | 411.5984 | 411.5984 | 470.5984 | 411.5984 | 411.5984 | 724.5984 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636796 | -576831 | -574617 | -58032 | 556760 | -582457 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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