Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1274038.4773 | 759812.1413 | -2033850.6187 | 98971219.0055 | -53027329.323 | 151998548.3285 |
Total P&L (%) | -1274.0385 | 759.8121 | -2033.8506 | 98971.219 | -53027.3293 | 151998.5483 |
Avg Daily Profit (%) | -0.5605 | 0.3343 | -0.8948 | 0.304 | 0 | 0.3229 |
Buy And Hold Return (%) | 8834.2282 | 8834.2282 | 8834.2282 | 8834.2282 | 8834.2282 | 8834.2282 |
Max Trade Drawdown | -2038306 | -73186 | -2095319 | -127303375 | -90633680 | -82672491 |
Profit Factor | 0.4908 | 5.7718 | 0.1319 | 1.2861 | 0.6947 | 1.8827 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 17 | 18 | 33 | 16 | 17 |
Losing Trades | 31 | 16 | 15 | 33 | 17 | 16 |
Profitability (%) | 53.0303 | 51.5152 | 54.5455 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.4347 | 5.4323 | 0.1099 | 1.2861 | 0.7381 | 1.772 |
Largest Winning Trade | 606935 | 606935 | 40397 | 225903207 | 32870515 | 225903207 |
Largest Losing Trade | -2007535 | -27571 | -2007535 | -33681920 | -33681920 | -31081865 |
Avg Bars in Trades | 98 | 88 | 109 | 98 | 88 | 109 |
Avg Bars in Winners | 102 | 90 | 113 | 92 | 84 | 99 |
Avg Bars in Losers | 94 | 85 | 104 | 105 | 92 | 119 |
Bars Traded | 6525 | 2913 | 3612 | 6525 | 2913 | 3612 |
Profit Streak | 0 | 143.526 | 0 | 0 | 143.526 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708884 | -147487 | -580213 | -119574 | -580820 | 462004 |
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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) |
---|