Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -16024618.402 | 96133.5834 | -16120751.9853 | 1643139929.7632 | 91394290.4316 | 1551745639.3317 |
Total P&L (%) | -16024.6184 | 96.1336 | -16120.752 | 1643139.9298 | 91394.2904 | 1551745.6393 |
Avg Daily Profit (%) | -6.7915 | 0.0407 | -6.8323 | 0.4122 | 0.2894 | 0.4098 |
Buy And Hold Return (%) | 794.6369 | 794.6369 | 794.6369 | 794.6369 | 794.6369 | 794.6369 |
Max Trade Drawdown | -16324201 | -21499 | -16315654 | -688627880 | -113014112 | -688627880 |
Profit Factor | 0.0396 | 3.5986 | 0.0317 | 2.3087 | 1.7404 | 2.3706 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 64 | 31 | 33 | 42 | 24 | 18 |
Losing Trades | 15 | 9 | 6 | 37 | 16 | 21 |
Profitability (%) | 81.0127 | 77.5 | 84.6154 | 53.1646 | 60 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.0093 | 1.0448 | 0.0058 | 2.0338 | 1.1603 | 2.7658 |
Largest Winning Trade | 45492 | 16215 | 45492 | 1158560630 | 35749288 | 1158560630 |
Largest Losing Trade | -16315654 | -12952 | -16315654 | -688627880 | -23077475 | -688627880 |
Avg Bars in Trades | 106 | 4 | 212 | 106 | 4 | 212 |
Avg Bars in Winners | 68 | 3 | 130 | 92 | 3 | 211 |
Avg Bars in Losers | 268 | 6 | 662 | 123 | 5 | 213 |
Bars Traded | 8444 | 162 | 8282 | 8444 | 162 | 8282 |
Profit Streak | 235.8003 | 769.0503 | 235.8003 | 235.8003 | 770.3003 | 235.8003 |
Trades During Streak | 9 | 12 | 4 | 9 | 13 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606293 | -293274 | -575041 | -15122 | 506212 | 512994 |
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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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