Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6870884.3697 | 264451.0007 | -7135335.3704 | 85190178.4847 | -260164651.2442 | 345354829.7288 |
Total P&L (%) | -6870.8844 | 264.451 | -7135.3354 | 85190.1785 | -260164.6512 | 345354.8297 |
Avg Daily Profit (%) | -3.0228 | 0.1163 | -3.1392 | 0.2973 | 0 | 0.3591 |
Buy And Hold Return (%) | 8691.9387 | 8691.9387 | 8691.9387 | 8691.9387 | 8691.9387 | 8691.9387 |
Max Trade Drawdown | -7143704 | -71045 | -7218924 | -521001944 | -314783337 | -265873172 |
Profit Factor | 0.098 | 2.8619 | 0.0454 | 1.1189 | 0.3322 | 2.0555 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 22 | 16 | 36 | 15 | 21 |
Losing Trades | 28 | 11 | 17 | 30 | 18 | 12 |
Profitability (%) | 57.5758 | 66.6667 | 48.4848 | 54.5455 | 45.4545 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.0722 | 1.4309 | 0.0483 | 0.9324 | 0.3986 | 1.1746 |
Largest Winning Trade | 62966 | 62966 | 52494 | 288122010 | 60097568 | 288122010 |
Largest Losing Trade | -7129674 | -39846 | -7129674 | -93134825 | -76035954 | -93134825 |
Avg Bars in Trades | 96 | 65 | 127 | 96 | 65 | 127 |
Avg Bars in Winners | 80 | 63 | 103 | 90 | 87 | 92 |
Avg Bars in Losers | 118 | 69 | 150 | 104 | 47 | 189 |
Bars Traded | 6376 | 2167 | 4209 | 6376 | 2167 | 4209 |
Profit Streak | 204.5235 | 204.5235 | 240.8568 | 204.5235 | 204.5235 | 732.8568 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706859 | -195610 | -580014 | -209057 | -581210 | 553014 |
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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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