Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1080868.0444 | 674993.0652 | -1755861.1095 | 242798547.2309 | -76432561.1845 | 319231108.4154 |
Total P&L (%) | -1080.868 | 674.9931 | -1755.8611 | 242798.5472 | -76432.5612 | 319231.1084 |
Avg Daily Profit (%) | -0.4759 | 0.2972 | -0.7731 | 0.3438 | 0 | 0.3559 |
Buy And Hold Return (%) | 9560.6665 | 9560.6665 | 9560.6665 | 9560.6665 | 9560.6665 | 9560.6665 |
Max Trade Drawdown | -1815251 | -44350 | -1839882 | -221059838 | -150928581 | -94410207 |
Profit Factor | 0.5171 | 6.0989 | 0.1662 | 1.5795 | 0.6908 | 2.8587 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 42 | 19 | 23 | 34 | 18 | 16 |
Losing Trades | 27 | 15 | 12 | 35 | 16 | 19 |
Profitability (%) | 60.8696 | 55.8824 | 65.7143 | 49.2754 | 52.9412 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.3324 | 4.8149 | 0.0867 | 1.626 | 0.6141 | 3.3947 |
Largest Winning Trade | 383081 | 383081 | 39525 | 397597827 | 74349516 | 397597827 |
Largest Losing Trade | -1796584 | -23148 | -1796584 | -91987620 | -91987620 | -45482908 |
Avg Bars in Trades | 125 | 128 | 121 | 125 | 128 | 121 |
Avg Bars in Winners | 113 | 121 | 107 | 119 | 133 | 104 |
Avg Bars in Losers | 142 | 138 | 147 | 130 | 124 | 135 |
Bars Traded | 8633 | 4385 | 4248 | 8633 | 4385 | 4248 |
Profit Streak | 0 | 124.47 | 0 | 0 | 124.47 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685368 | -147069 | -578750 | -94389 | -579847 | 473438 |
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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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