Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5895165.5165 | 247491.5371 | -6142657.0536 | 62923187.5509 | -88888555.5389 | 151811743.0898 |
Total P&L (%) | -5895.1655 | 247.4915 | -6142.6571 | 62923.1876 | -88888.5555 | 151811.7431 |
Avg Daily Profit (%) | -2.5941 | 0.1089 | -2.703 | 0.2841 | 0 | 0.3229 |
Buy And Hold Return (%) | 9419.12 | 9419.12 | 9419.12 | 9419.12 | 9419.12 | 9419.12 |
Max Trade Drawdown | -6131777 | -98274 | -6200419 | -158907228 | -110419324 | -61237698 |
Profit Factor | 0.1019 | 2.2788 | 0.0358 | 1.2437 | 0.4494 | 2.5698 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 14 | 17 | 35 | 18 | 17 |
Losing Trades | 37 | 20 | 17 | 33 | 16 | 17 |
Profitability (%) | 45.5882 | 41.1765 | 50 | 51.4706 | 52.9412 | 50 |
Ratio Avg Win / Avg Loss | 0.1216 | 3.2554 | 0.0358 | 1.1727 | 0.3995 | 2.5698 |
Largest Winning Trade | 127548 | 127548 | 49212 | 217848223 | 47237031 | 217848223 |
Largest Losing Trade | -6098269 | -29785 | -6098269 | -78808515 | -78808515 | -23756262 |
Avg Bars in Trades | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Winners | 50 | 63 | 40 | 60 | 79 | 40 |
Avg Bars in Losers | 70 | 65 | 76 | 62 | 47 | 76 |
Bars Traded | 4182 | 2190 | 1992 | 4182 | 2190 | 1992 |
Profit Streak | 68.4631 | 110.4631 | 0 | 68.4631 | 110.4631 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -695712 | -211922 | -580795 | -104467 | -579851 | 502946 |
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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) |
---|