Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8722278.8252 | 130023.2088 | -8852302.0339 | 71310530.2854 | -14904929.5041 | 86215459.7896 |
Total P&L (%) | -8722.2788 | 130.0232 | -8852.302 | 71310.5303 | -14904.9295 | 86215.4598 |
Avg Daily Profit (%) | -3.862 | 0.0576 | -3.9195 | 0.2914 | 0 | 0.2998 |
Buy And Hold Return (%) | 9289.391 | 9289.391 | 9289.391 | 9289.391 | 9289.391 | 9289.391 |
Max Trade Drawdown | -8923673 | -76004 | -8946050 | -86727411 | -53335810 | -92229673 |
Profit Factor | 0.0561 | 1.9088 | 0.0269 | 1.3373 | 0.8463 | 1.7532 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 54 | 26 | 28 | 34 | 18 | 16 |
Losing Trades | 18 | 10 | 8 | 38 | 18 | 20 |
Profitability (%) | 75 | 72.2222 | 77.7778 | 47.2222 | 50 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0187 | 0.7342 | 0.0077 | 1.4947 | 0.8463 | 2.1916 |
Largest Winning Trade | 68946 | 68946 | 28391 | 128410137 | 26367544 | 128410137 |
Largest Losing Trade | -8818657 | -40127 | -8818657 | -34945751 | -16304164 | -34945751 |
Avg Bars in Trades | 58 | 63 | 52 | 58 | 63 | 52 |
Avg Bars in Winners | 39 | 45 | 33 | 69 | 74 | 63 |
Avg Bars in Losers | 115 | 110 | 121 | 48 | 52 | 44 |
Bars Traded | 4189 | 2289 | 1900 | 4189 | 2289 | 1900 |
Profit Streak | 122.1343 | 122.1343 | 225.1343 | 122.1343 | 122.1343 | 333.1343 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659650 | -277139 | -576205 | -74340 | -579821 | 410274 |
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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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