Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5980289.0195 | 337351.3512 | -6317640.3707 | 1020373282.8616 | -640140952.8384 | 1660514235.7 |
Total P&L (%) | -5980.289 | 337.3514 | -6317.6404 | 1020373.2829 | -640140.9528 | 1660514.2357 |
Avg Daily Profit (%) | -2.631 | 0.1484 | -2.7794 | 0.4069 | 0 | 0.4284 |
Buy And Hold Return (%) | 9907.1023 | 9907.1023 | 9907.1023 | 9907.1023 | 9907.1023 | 9907.1023 |
Max Trade Drawdown | -6343355 | -75254 | -6426063 | -1034111586 | -853349633 | -333166714 |
Profit Factor | 0.1224 | 2.978 | 0.0491 | 1.5654 | 0.5017 | 4.1926 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 57 | 29 | 28 | 39 | 21 | 18 |
Losing Trades | 31 | 15 | 16 | 49 | 23 | 26 |
Profitability (%) | 64.7727 | 65.9091 | 63.6364 | 44.3182 | 47.7273 | 40.9091 |
Ratio Avg Win / Avg Loss | 0.0666 | 1.5404 | 0.0281 | 1.9668 | 0.5495 | 6.056 |
Largest Winning Trade | 98319 | 98319 | 40974 | 1775879328 | 331289208 | 1775879328 |
Largest Losing Trade | -6343355 | -32058 | -6343355 | -373078898 | -373078898 | -73623574 |
Avg Bars in Trades | 47 | 50 | 44 | 47 | 50 | 44 |
Avg Bars in Winners | 35 | 40 | 30 | 55 | 58 | 50 |
Avg Bars in Losers | 69 | 70 | 68 | 41 | 43 | 40 |
Bars Traded | 4202 | 2241 | 1961 | 4202 | 2241 | 1961 |
Profit Streak | 72.7069 | 131.2069 | 72.7069 | 72.7069 | 131.2069 | 72.7069 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576975 | -151535 | -578393 | 432850 | -580252 | 513866 |
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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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