Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6116333.0753 | 251525.4377 | -6367858.5129 | 235603568.277 | -274930623.4993 | 510534191.7764 |
Total P&L (%) | -6116.3331 | 251.5254 | -6367.8585 | 235603.5683 | -274930.6235 | 510534.1918 |
Avg Daily Profit (%) | -2.6783 | 0.1101 | -2.7884 | 0.3406 | 0 | 0.3746 |
Buy And Hold Return (%) | 10234.8668 | 10234.8668 | 10234.8668 | 10234.8668 | 10234.8668 | 10234.8668 |
Max Trade Drawdown | -6363288 | -71993 | -6456071 | -531890893 | -349460634 | -336611454 |
Profit Factor | 0.1026 | 2.8774 | 0.0469 | 1.2694 | 0.4419 | 2.3364 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 61 | 33 | 28 | 35 | 16 | 19 |
Losing Trades | 22 | 9 | 13 | 48 | 26 | 22 |
Profitability (%) | 73.494 | 78.5714 | 68.2927 | 42.1687 | 38.0952 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.037 | 0.7848 | 0.0218 | 1.7409 | 0.7181 | 2.7053 |
Largest Winning Trade | 62668 | 62668 | 38824 | 481822221 | 77425034 | 481822221 |
Largest Losing Trade | -6359132 | -46322 | -6359132 | -123322510 | -123322510 | -45700901 |
Avg Bars in Trades | 76 | 73 | 80 | 76 | 73 | 80 |
Avg Bars in Winners | 48 | 45 | 50 | 97 | 109 | 87 |
Avg Bars in Losers | 157 | 173 | 145 | 62 | 50 | 75 |
Bars Traded | 6387 | 3069 | 3318 | 6387 | 3069 | 3318 |
Profit Streak | 149.4351 | 149.4351 | 254.1017 | 149.4351 | 149.4351 | 366.1017 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577349 | -204303 | -577400 | 263034 | -584401 | 501643 |
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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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