Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3280114.9868 | 361352.8171 | -3641467.8039 | 463952072.8491 | -421265876.2043 | 885217949.0533 |
Total P&L (%) | -3280.115 | 361.3528 | -3641.4678 | 463952.0728 | -421265.8762 | 885217.9491 |
Avg Daily Profit (%) | -1.4537 | 0.1602 | -1.6139 | 0.3749 | 0 | 0.4036 |
Buy And Hold Return (%) | 9269.9121 | 9269.9121 | 9269.9121 | 9269.9121 | 9269.9121 | 9269.9121 |
Max Trade Drawdown | -3623763 | -81168 | -3711318 | -483127368 | -521595493 | -175796827 |
Profit Factor | 0.2004 | 3.1584 | 0.0746 | 1.5063 | 0.3942 | 5.0082 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 51 | 25 | 26 | 35 | 19 | 16 |
Losing Trades | 32 | 17 | 15 | 48 | 23 | 25 |
Profitability (%) | 61.4458 | 59.5238 | 63.4146 | 42.1687 | 45.2381 | 39.0244 |
Ratio Avg Win / Avg Loss | 0.1258 | 2.1477 | 0.043 | 2.0658 | 0.4772 | 7.8253 |
Largest Winning Trade | 120044 | 120044 | 49201 | 1005734476 | 91133231 | 1005734476 |
Largest Losing Trade | -3617198 | -42740 | -3617198 | -264963726 | -264963726 | -51882213 |
Avg Bars in Trades | 155 | 169 | 141 | 155 | 169 | 141 |
Avg Bars in Winners | 141 | 166 | 116 | 173 | 187 | 156 |
Avg Bars in Losers | 178 | 173 | 184 | 142 | 154 | 131 |
Bars Traded | 12910 | 7120 | 5790 | 12910 | 7120 | 5790 |
Profit Streak | 100.9553 | 100.9553 | 104.2886 | 100.9553 | 100.9553 | 104.2886 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578898 | -150225 | -578045 | 326188 | -581628 | 514962 |
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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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