Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10411335.0077 | 25133.3596 | -10436468.3673 | 207175952.786 | 76301576.6576 | 130874376.1284 |
Total P&L (%) | -10411.335 | 25.1334 | -10436.4684 | 207175.9528 | 76301.5767 | 130874.3761 |
Avg Daily Profit (%) | -5.5728 | 0.0135 | -5.5862 | 0.4096 | 0.356 | 0.3849 |
Buy And Hold Return (%) | 9179.1166 | 9179.1166 | 9179.1166 | 9179.1166 | 9179.1166 | 9179.1166 |
Max Trade Drawdown | -10562693 | -68313 | -10527119 | -37853414 | -5648181 | -47996752 |
Profit Factor | 0.0351 | 1.224 | 0.0226 | 3.27 | 4.9606 | 2.8177 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 46 | 23 | 23 | 30 | 17 | 13 |
Losing Trades | 11 | 6 | 5 | 27 | 12 | 15 |
Profitability (%) | 80.7018 | 79.3103 | 82.1429 | 52.6316 | 58.6207 | 46.4286 |
Ratio Avg Win / Avg Loss | 0.0084 | 0.3193 | 0.0049 | 2.943 | 3.5016 | 3.2512 |
Largest Winning Trade | 33172 | 17393 | 33172 | 104012219 | 18244682 | 104012219 |
Largest Losing Trade | -10047143 | -53449 | -10047143 | -23165754 | -5648181 | -23165754 |
Avg Bars in Trades | 114 | 29 | 201 | 114 | 29 | 201 |
Avg Bars in Winners | 41 | 12 | 70 | 94 | 41 | 165 |
Avg Bars in Losers | 418 | 95 | 805 | 135 | 14 | 232 |
Bars Traded | 6509 | 868 | 5641 | 6509 | 868 | 5641 |
Profit Streak | 190.4291 | 190.4291 | 215.4291 | 190.4291 | 190.4291 | 215.4291 |
Trades During Streak | 8 | 4 | 8 | 8 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754829 | -337286 | -596253 | -161587 | 715045 | -5965 |
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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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