Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9435190.141 | 290191.9282 | -9725382.0692 | 476856424.3868 | -299715154.2289 | 776571578.6157 |
Total P&L (%) | -9435.1901 | 290.1919 | -9725.3821 | 476856.4244 | -299715.1542 | 776571.5786 |
Avg Daily Profit (%) | -4.1716 | 0.1283 | -4.2999 | 0.3752 | 0 | 0.3968 |
Buy And Hold Return (%) | 11089.265 | 11089.265 | 11089.265 | 11089.265 | 11089.265 | 11089.265 |
Max Trade Drawdown | -9816497 | -21302 | -9831411 | -1110131650 | -478146542 | -654417803 |
Profit Factor | 0.0751 | 5.1318 | 0.0401 | 1.3523 | 0.4878 | 2.0105 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 58 | 29 | 29 | 34 | 17 | 17 |
Losing Trades | 26 | 13 | 13 | 50 | 25 | 25 |
Profitability (%) | 69.0476 | 69.0476 | 69.0476 | 40.4762 | 40.4762 | 40.4762 |
Ratio Avg Win / Avg Loss | 0.0337 | 2.3005 | 0.018 | 1.9887 | 0.7173 | 2.9566 |
Largest Winning Trade | 48155 | 48155 | 39851 | 661397159 | 155025995 | 661397159 |
Largest Losing Trade | -9816497 | -16624 | -9816497 | -165497536 | -149919489 | -165497536 |
Avg Bars in Trades | 99 | 86 | 112 | 99 | 86 | 112 |
Avg Bars in Winners | 73 | 88 | 58 | 93 | 59 | 128 |
Avg Bars in Losers | 157 | 83 | 232 | 103 | 105 | 101 |
Bars Traded | 8363 | 3645 | 4718 | 8363 | 3645 | 4718 |
Profit Streak | 76.6483 | 77.6483 | 0 | 76.6483 | 77.6483 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577248 | -176550 | -578265 | 292617 | -583880 | 355686 |
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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) |
---|