Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3441188.4172 | 364148.7921 | -3805337.2093 | 40670066.687 | -295070529.2801 | 335740595.9671 |
Total P&L (%) | -3441.1884 | 364.1488 | -3805.3372 | 40670.0667 | -295070.5293 | 335740.596 |
Avg Daily Profit (%) | -1.5235 | 0.1612 | -1.6848 | 0.2665 | 0 | 0.3601 |
Buy And Hold Return (%) | 9067.7852 | 9067.7852 | 9067.7852 | 9067.7852 | 9067.7852 | 9067.7852 |
Max Trade Drawdown | -3868696 | -94290 | -3898880 | -975037115 | -666183677 | -308853437 |
Profit Factor | 0.1883 | 3.471 | 0.0701 | 1.0377 | 0.5998 | 1.9857 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 18 | 21 | 37 | 17 | 20 |
Losing Trades | 29 | 16 | 13 | 31 | 17 | 14 |
Profitability (%) | 57.3529 | 52.9412 | 61.7647 | 54.4118 | 50 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.14 | 3.0853 | 0.0434 | 0.8695 | 0.5998 | 1.39 |
Largest Winning Trade | 125471 | 125471 | 39162 | 303290256 | 248633090 | 303290256 |
Largest Losing Trade | -3868696 | -43553 | -3868696 | -434835978 | -434835978 | -128968211 |
Avg Bars in Trades | 92 | 99 | 86 | 92 | 99 | 86 |
Avg Bars in Winners | 95 | 112 | 81 | 85 | 97 | 75 |
Avg Bars in Losers | 88 | 84 | 93 | 100 | 100 | 101 |
Bars Traded | 6303 | 3371 | 2932 | 6303 | 3371 | 2932 |
Profit Streak | 117.6803 | 117.6803 | 235.6803 | 117.6803 | 117.6803 | 429.3469 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692366 | -150920 | -578679 | -285843 | -580231 | 524518 |
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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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