Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7274936.9108 | 190726.7067 | -7465663.6175 | 60924583.1232 | -41500587.6652 | 102425170.7884 |
Total P&L (%) | -7274.9369 | 190.7267 | -7465.6636 | 60924.5831 | -41500.5877 | 102425.1708 |
Avg Daily Profit (%) | -3.1904 | 0.0836 | -3.2741 | 0.2817 | 0 | 0.3045 |
Buy And Hold Return (%) | 9260.2124 | 9260.2124 | 9260.2124 | 9260.2124 | 9260.2124 | 9260.2124 |
Max Trade Drawdown | -7477891 | -59077 | -7529849 | -105745311 | -80329617 | -62588213 |
Profit Factor | 0.0843 | 1.9628 | 0.0363 | 1.2386 | 0.7055 | 1.8951 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 21 | 21 | 34 | 16 | 18 |
Losing Trades | 30 | 15 | 15 | 38 | 20 | 18 |
Profitability (%) | 58.3333 | 58.3333 | 58.3333 | 47.2222 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 0.0602 | 1.402 | 0.0259 | 1.3843 | 0.8819 | 1.8951 |
Largest Winning Trade | 65776 | 65776 | 37386 | 156653998 | 21642757 | 156653998 |
Largest Losing Trade | -7427166 | -39315 | -7427166 | -41811244 | -41811244 | -27385778 |
Avg Bars in Trades | 119 | 128 | 111 | 119 | 128 | 111 |
Avg Bars in Winners | 109 | 133 | 84 | 111 | 139 | 87 |
Avg Bars in Losers | 134 | 120 | 148 | 126 | 119 | 134 |
Bars Traded | 8620 | 4621 | 3999 | 8620 | 4621 | 3999 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -663197 | -243364 | -579699 | -76693 | -582940 | 450955 |
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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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