Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6011324.2458 | 372400.3421 | -6383724.5879 | 507766356.742 | -237120806.4284 | 744887163.1704 |
Total P&L (%) | -6011.3242 | 372.4003 | -6383.7246 | 507766.3567 | -237120.8064 | 744887.1632 |
Avg Daily Profit (%) | -2.6441 | 0.1638 | -2.8079 | 0.376 | 0 | 0.3929 |
Buy And Hold Return (%) | 9520.5184 | 9520.5184 | 9520.5184 | 9520.5184 | 9520.5184 | 9520.5184 |
Max Trade Drawdown | -6468965 | -65875 | -6522087 | -637163319 | -469584038 | -345010686 |
Profit Factor | 0.135 | 3.1528 | 0.058 | 1.3962 | 0.6954 | 2.4802 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 25 | 24 | 47 | 24 | 23 |
Losing Trades | 40 | 20 | 20 | 42 | 21 | 21 |
Profitability (%) | 55.0562 | 55.5556 | 54.5455 | 52.809 | 53.3333 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.1102 | 2.5222 | 0.0483 | 1.2477 | 0.6084 | 2.2645 |
Largest Winning Trade | 104424 | 104424 | 41514 | 607626817 | 119066122 | 607626817 |
Largest Losing Trade | -6462539 | -33987 | -6462539 | -204274530 | -204274530 | -86957159 |
Avg Bars in Trades | 48 | 50 | 45 | 48 | 50 | 45 |
Avg Bars in Winners | 37 | 34 | 40 | 48 | 49 | 47 |
Avg Bars in Losers | 61 | 71 | 52 | 47 | 51 | 44 |
Bars Traded | 4292 | 2277 | 2015 | 4292 | 2277 | 2015 |
Profit Streak | 72.265 | 138.265 | 72.265 | 72.265 | 138.265 | 72.265 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578509 | -150303 | -579572 | 438886 | -578928 | 551690 |
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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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