Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6056381.3207 | 333491.6656 | -6389872.9863 | -47863275.9361 | -267269326.6105 | 219406050.6744 |
Total P&L (%) | -6056.3813 | 333.4917 | -6389.873 | -47863.2759 | -267269.3266 | 219406.0507 |
Avg Daily Profit (%) | -2.6729 | 0.1472 | -2.8201 | 0 | 0 | 0.3401 |
Buy And Hold Return (%) | 9431.0547 | 9431.0547 | 9431.0547 | 9431.0547 | 9431.0547 | 9431.0547 |
Max Trade Drawdown | -6461565 | -30891 | -6497031 | -555968654 | -275249140 | -342545046 |
Profit Factor | 0.1101 | 6.2407 | 0.0522 | 0.9467 | 0.1702 | 1.3805 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 39 | 18 | 21 | 24 | 11 | 13 |
Losing Trades | 20 | 12 | 8 | 35 | 19 | 16 |
Profitability (%) | 66.1017 | 60 | 72.4138 | 40.678 | 36.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.0564 | 4.1604 | 0.0199 | 1.3807 | 0.294 | 1.699 |
Largest Winning Trade | 66177 | 66177 | 50929 | 740246427 | 34476397 | 740246427 |
Largest Losing Trade | -6461565 | -21873 | -6461565 | -187838990 | -90520794 | -187838990 |
Avg Bars in Trades | 219 | 191 | 248 | 219 | 191 | 248 |
Avg Bars in Winners | 158 | 209 | 114 | 156 | 140 | 169 |
Avg Bars in Losers | 339 | 164 | 601 | 263 | 221 | 313 |
Bars Traded | 12976 | 5756 | 7220 | 12976 | 5756 | 7220 |
Profit Streak | 127.2067 | 127.2067 | 226.54 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757231 | -151996 | -576571 | -762514 | -586010 | 318799 |
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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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