Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9860524.4347 | 245103.3511 | -10105627.7859 | 171035074.0262 | -110276043.3135 | 281311117.3396 |
Total P&L (%) | -9860.5244 | 245.1034 | -10105.6278 | 171035.074 | -110276.0433 | 281311.1173 |
Avg Daily Profit (%) | -4.3602 | 0.1084 | -4.4686 | 0.3298 | 0 | 0.3518 |
Buy And Hold Return (%) | 9909.587 | 9909.587 | 9909.587 | 9909.587 | 9909.587 | 9909.587 |
Max Trade Drawdown | -10095122 | -31526 | -10235903 | -421040949 | -168026863 | -254805700 |
Profit Factor | 0.0742 | 3.1216 | 0.0407 | 1.2561 | 0.6102 | 1.7308 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 65 | 31 | 34 | 53 | 27 | 26 |
Losing Trades | 39 | 21 | 18 | 51 | 25 | 26 |
Profitability (%) | 62.5 | 59.6154 | 65.3846 | 50.9615 | 51.9231 | 50 |
Ratio Avg Win / Avg Loss | 0.0445 | 2.1146 | 0.0216 | 1.2087 | 0.565 | 1.7308 |
Largest Winning Trade | 48463 | 46044 | 48463 | 277597402 | 53955148 | 277597402 |
Largest Losing Trade | -10072872 | -17846 | -10072872 | -66868919 | -54446529 | -66868919 |
Avg Bars in Trades | 82 | 68 | 96 | 82 | 68 | 96 |
Avg Bars in Winners | 66 | 69 | 64 | 74 | 62 | 87 |
Avg Bars in Losers | 108 | 68 | 156 | 90 | 74 | 105 |
Bars Traded | 8574 | 3571 | 5003 | 8574 | 3571 | 5003 |
Profit Streak | 125.5304 | 125.5304 | 281.2804 | 125.5304 | 125.5304 | 435.2804 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577922 | -386353 | -757468 | 371610 | -760017 | -166064 |
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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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