Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7712772.9108 | 360433.1183 | -8073206.0291 | 1574443736.0222 | -1065992785.6028 | 2640436521.625 |
Total P&L (%) | -7712.7729 | 360.4331 | -8073.206 | 1574443.736 | -1065992.7856 | 2640436.5216 |
Avg Daily Profit (%) | -3.3958 | 0.1587 | -3.5545 | 0.4264 | 0 | 0.4493 |
Buy And Hold Return (%) | 11128.7778 | 11128.7778 | 11128.7778 | 11128.7778 | 11128.7778 | 11128.7778 |
Max Trade Drawdown | -8130067 | -69401 | -8196377 | -1764019692 | -1395658835 | -741952975 |
Profit Factor | 0.0969 | 3.7754 | 0.0401 | 1.4914 | 0.5525 | 4.2114 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 39 | 20 | 19 | 29 | 14 | 15 |
Losing Trades | 19 | 9 | 10 | 29 | 15 | 14 |
Profitability (%) | 67.2414 | 68.9655 | 65.5172 | 50 | 48.2759 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.0472 | 1.6989 | 0.0211 | 1.4914 | 0.5919 | 3.9306 |
Largest Winning Trade | 107649 | 107649 | 47596 | 2689919529 | 593312456 | 2689919529 |
Largest Losing Trade | -8130067 | -34835 | -8130067 | -710713295 | -710713295 | -175295586 |
Avg Bars in Trades | 144 | 152 | 137 | 144 | 152 | 137 |
Avg Bars in Winners | 118 | 131 | 104 | 144 | 147 | 142 |
Avg Bars in Losers | 199 | 197 | 201 | 145 | 156 | 132 |
Bars Traded | 8406 | 4413 | 3992 | 8406 | 4413 | 3992 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758042 | -149209 | -578821 | -168273 | -581503 | 631920 |
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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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