Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10249587.4608 | 273392.5788 | -10522980.0396 | 315003272.4706 | -125762976.6298 | 440766249.1004 |
Total P&L (%) | -10249.5875 | 273.3926 | -10522.98 | 315003.2725 | -125762.9766 | 440766.2491 |
Avg Daily Profit (%) | -4.5275 | 0.1208 | -4.6483 | 0.3565 | 0 | 0.3714 |
Buy And Hold Return (%) | 8842.1476 | 8842.1476 | 8842.1476 | 8842.1476 | 8842.1476 | 8842.1476 |
Max Trade Drawdown | -10617198 | -26480 | -10624233 | -573857179 | -259440571 | -349193479 |
Profit Factor | 0.0709 | 3.9972 | 0.0382 | 1.4138 | 0.6265 | 2.0384 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 48 | 24 | 24 | 40 | 19 | 21 |
Losing Trades | 35 | 18 | 17 | 43 | 23 | 20 |
Profitability (%) | 57.8313 | 57.1429 | 58.5366 | 48.1928 | 45.2381 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.0517 | 2.9979 | 0.027 | 1.5199 | 0.7584 | 1.9413 |
Largest Winning Trade | 61333 | 61333 | 40010 | 292411056 | 119791292 | 292411056 |
Largest Losing Trade | -10613988 | -23897 | -10613988 | -87922309 | -73085736 | -87922309 |
Avg Bars in Trades | 156 | 144 | 168 | 156 | 144 | 168 |
Avg Bars in Winners | 119 | 140 | 97 | 146 | 137 | 155 |
Avg Bars in Losers | 208 | 150 | 269 | 165 | 151 | 182 |
Bars Traded | 13005 | 6083 | 6922 | 13005 | 6083 | 6922 |
Profit Streak | 129.2193 | 129.2193 | 212.7193 | 129.2193 | 129.2193 | 212.7193 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579589 | -188182 | -578277 | 386523 | -581235 | 537448 |
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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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