Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10048937.8972 | 131810.7156 | -10180748.6128 | 54488641.1238 | -44958618.9565 | 99447260.0803 |
Total P&L (%) | -10048.9379 | 131.8107 | -10180.7486 | 54488.6411 | -44958.619 | 99447.2601 |
Avg Daily Profit (%) | -4.4409 | 0.0583 | -4.4991 | 0.2789 | 0 | 0.3055 |
Buy And Hold Return (%) | 9851.8961 | 9851.8961 | 9851.8961 | 9851.8961 | 9851.8961 | 9851.8961 |
Max Trade Drawdown | -10221710 | -72333 | -10260868 | -124498719 | -77737360 | -98495548 |
Profit Factor | 0.0509 | 1.8547 | 0.0242 | 1.2167 | 0.6288 | 1.7633 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 23 | 24 | 33 | 16 | 17 |
Losing Trades | 21 | 11 | 10 | 35 | 18 | 17 |
Profitability (%) | 69.1176 | 67.6471 | 70.5882 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 0.0227 | 0.887 | 0.0101 | 1.2905 | 0.7074 | 1.7633 |
Largest Winning Trade | 77086 | 77086 | 39154 | 134738451 | 18913756 | 134738451 |
Largest Losing Trade | -10153804 | -40618 | -10153804 | -36394601 | -20508673 | -36394601 |
Avg Bars in Trades | 184 | 199 | 169 | 184 | 199 | 169 |
Avg Bars in Winners | 134 | 151 | 118 | 211 | 249 | 175 |
Avg Bars in Losers | 296 | 300 | 292 | 159 | 155 | 163 |
Bars Traded | 12564 | 6799 | 5765 | 12564 | 6799 | 5765 |
Profit Streak | 92.0911 | 92.0911 | 226.9244 | 92.0911 | 92.0911 | 343.4244 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690840 | -277346 | -577152 | -106082 | -581380 | 490668 |
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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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