Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -14723490.9877 | 85931.5644 | -14809422.5521 | 50111015.3367 | -38156863.554 | 88267878.8907 |
Total P&L (%) | -14723.491 | 85.9316 | -14809.4226 | 50111.0153 | -38156.8636 | 88267.8789 |
Avg Daily Profit (%) | -6.5184 | 0.038 | -6.5565 | 0.2757 | 0 | 0.3008 |
Buy And Hold Return (%) | 8997.3592 | 8997.3592 | 8997.3592 | 8997.3592 | 8997.3592 | 8997.3592 |
Max Trade Drawdown | -14889377 | -96813 | -14882365 | -158131950 | -93890189 | -129512067 |
Profit Factor | 0.0325 | 1.4513 | 0.0145 | 1.1706 | 0.7547 | 1.6385 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 47 | 22 | 25 | 29 | 15 | 14 |
Losing Trades | 17 | 10 | 7 | 35 | 17 | 18 |
Profitability (%) | 73.4375 | 68.75 | 78.125 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 0.0118 | 0.6597 | 0.0041 | 1.4127 | 0.8553 | 2.1066 |
Largest Winning Trade | 71017 | 71017 | 23018 | 128279455 | 26575768 | 128279455 |
Largest Losing Trade | -14776734 | -51487 | -14776734 | -49024205 | -46122960 | -49024205 |
Avg Bars in Trades | 130 | 137 | 124 | 130 | 137 | 124 |
Avg Bars in Winners | 85 | 80 | 90 | 156 | 174 | 137 |
Avg Bars in Losers | 256 | 264 | 245 | 109 | 105 | 113 |
Bars Traded | 8377 | 4409 | 3968 | 8377 | 4409 | 3968 |
Profit Streak | 134.7365 | 134.7365 | 254.9865 | 134.7365 | 134.7365 | 254.9865 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720279 | -305549 | -575812 | -169822 | -581456 | 392077 |
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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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