Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7440493.6701 | 349339.266 | -7789832.9361 | 2219147009.2824 | -370668690.2737 | 2589815699.5561 |
Total P&L (%) | -7440.4937 | 349.3393 | -7789.8329 | 2219147.0093 | -370668.6903 | 2589815.6996 |
Avg Daily Profit (%) | -3.2932 | 0.1546 | -3.4479 | 0.4439 | 0 | 0.4508 |
Buy And Hold Return (%) | 9908.2274 | 9908.2274 | 9908.2274 | 9908.2274 | 9908.2274 | 9908.2274 |
Max Trade Drawdown | -7854487 | -47957 | -7910082 | -1119805431 | -1142433520 | -470337713 |
Profit Factor | 0.0963 | 3.9274 | 0.04 | 2.0254 | 0.7665 | 5.4888 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 48 | 23 | 25 | 30 | 15 | 15 |
Losing Trades | 17 | 10 | 7 | 35 | 18 | 17 |
Profitability (%) | 73.8462 | 69.697 | 78.125 | 46.1538 | 45.4545 | 46.875 |
Ratio Avg Win / Avg Loss | 0.0341 | 1.7076 | 0.0112 | 2.363 | 0.9198 | 6.2207 |
Largest Winning Trade | 94707 | 94707 | 38293 | 2567829292 | 750877636 | 2567829292 |
Largest Losing Trade | -7854487 | -38181 | -7854487 | -710035664 | -710035664 | -130819812 |
Avg Bars in Trades | 98 | 105 | 91 | 98 | 105 | 91 |
Avg Bars in Winners | 69 | 79 | 59 | 119 | 138 | 99 |
Avg Bars in Losers | 180 | 165 | 203 | 80 | 78 | 83 |
Bars Traded | 6398 | 3482 | 2916 | 6398 | 3482 | 2916 |
Profit Streak | 122.6081 | 122.6081 | 238.2748 | 122.6081 | 122.6081 | 341.6081 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -712728 | -148442 | -576192 | -122842 | -582004 | 663511 |
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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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