Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10005852.1991 | 246270.1807 | -10252122.3798 | 529770129.1657 | -184657024.1164 | 714427153.2821 |
Total P&L (%) | -10005.8522 | 246.2702 | -10252.1224 | 529770.1292 | -184657.0241 | 714427.1533 |
Avg Daily Profit (%) | -4.43 | 0.109 | -4.539 | 0.3804 | 0 | 0.3937 |
Buy And Hold Return (%) | 8323.0836 | 8323.0836 | 8323.0836 | 8323.0836 | 8323.0836 | 8323.0836 |
Max Trade Drawdown | -10301140 | -31584 | -10353678 | -637772265 | -381190536 | -384845548 |
Profit Factor | 0.0721 | 3.5442 | 0.0407 | 1.5406 | 0.5981 | 2.3724 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 59 | 29 | 30 | 39 | 18 | 21 |
Losing Trades | 34 | 18 | 16 | 54 | 29 | 25 |
Profitability (%) | 63.4409 | 61.7021 | 65.2174 | 41.9355 | 38.2979 | 45.6522 |
Ratio Avg Win / Avg Loss | 0.0416 | 2.1999 | 0.0217 | 2.1331 | 0.9636 | 2.8243 |
Largest Winning Trade | 42359 | 42359 | 40010 | 536735625 | 157663717 | 536735625 |
Largest Losing Trade | -10290815 | -25952 | -10290815 | -97296199 | -92651568 | -97296199 |
Avg Bars in Trades | 139 | 125 | 154 | 139 | 125 | 154 |
Avg Bars in Winners | 105 | 130 | 82 | 138 | 111 | 161 |
Avg Bars in Losers | 198 | 117 | 289 | 140 | 134 | 148 |
Bars Traded | 13002 | 5893 | 7109 | 13002 | 5893 | 7109 |
Profit Streak | 77.5118 | 124.1785 | 0 | 77.5118 | 124.1785 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577952 | -203922 | -578731 | 356912 | -584288 | 453407 |
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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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