Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5545569.5708 | 386102.4533 | -5931672.0241 | 1330083804.5279 | -483211115.3229 | 1813294919.8508 |
Total P&L (%) | -5545.5696 | 386.1025 | -5931.672 | 1330083.8045 | -483211.1153 | 1813294.9199 |
Avg Daily Profit (%) | -2.4576 | 0.1711 | -2.6287 | 0.4217 | 0 | 0.4355 |
Buy And Hold Return (%) | 9157.1858 | 9157.1858 | 9157.1858 | 9157.1858 | 9157.1858 | 9157.1858 |
Max Trade Drawdown | -5966125 | -76249 | -6050179 | -1245970058 | -1026216364 | -635796404 |
Profit Factor | 0.1403 | 3.4703 | 0.0576 | 1.5686 | 0.7069 | 3.6272 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 54 | 27 | 27 | 50 | 26 | 24 |
Losing Trades | 42 | 21 | 21 | 46 | 22 | 24 |
Profitability (%) | 56.25 | 56.25 | 56.25 | 52.0833 | 54.1667 | 50 |
Ratio Avg Win / Avg Loss | 0.1091 | 2.6991 | 0.0448 | 1.4432 | 0.5982 | 3.6272 |
Largest Winning Trade | 69919 | 69919 | 37205 | 1713677486 | 529484486 | 1713677486 |
Largest Losing Trade | -5964165 | -35256 | -5964165 | -478439553 | -478439553 | -170870855 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 72 | 75 | 70 | 98 | 104 | 91 |
Avg Bars in Losers | 106 | 111 | 101 | 75 | 74 | 76 |
Bars Traded | 8399 | 4366 | 4033 | 8399 | 4366 | 4033 |
Profit Streak | 119.0034 | 119.0034 | 232.2534 | 119.0034 | 119.0034 | 745.5034 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578753 | -150302 | -578906 | 473125 | -579584 | 661598 |
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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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