Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7079300.296 | 263386.1285 | -7342686.4245 | 412097240.4592 | -334847640.5904 | 746944881.0496 |
Total P&L (%) | -7079.3003 | 263.3861 | -7342.6864 | 412097.2405 | -334847.6406 | 746944.8811 |
Avg Daily Profit (%) | -3.1145 | 0.1159 | -3.2304 | 0.3669 | 0 | 0.3931 |
Buy And Hold Return (%) | 8929.4706 | 8929.4706 | 8929.4706 | 8929.4706 | 8929.4706 | 8929.4706 |
Max Trade Drawdown | -7385268 | -47211 | -7424906 | -650064816 | -462882777 | -318268111 |
Profit Factor | 0.0928 | 2.9197 | 0.0422 | 1.4042 | 0.4523 | 2.8306 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 61 | 30 | 31 | 31 | 18 | 13 |
Losing Trades | 14 | 8 | 6 | 44 | 20 | 24 |
Profitability (%) | 81.3333 | 78.9474 | 83.7838 | 41.3333 | 47.3684 | 35.1351 |
Ratio Avg Win / Avg Loss | 0.0213 | 0.7786 | 0.0082 | 1.9931 | 0.5026 | 5.2256 |
Largest Winning Trade | 51640 | 51640 | 41776 | 652338502 | 91056942 | 652338502 |
Largest Losing Trade | -7385268 | -43698 | -7385268 | -171006702 | -171006702 | -57657172 |
Avg Bars in Trades | 85 | 93 | 78 | 85 | 93 | 78 |
Avg Bars in Winners | 50 | 59 | 40 | 114 | 121 | 105 |
Avg Bars in Losers | 240 | 218 | 270 | 65 | 67 | 63 |
Bars Traded | 6432 | 3543 | 2888 | 6432 | 3543 | 2888 |
Profit Streak | 138.3706 | 138.3706 | 246.3706 | 138.3706 | 138.3706 | 358.0372 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636376 | -196559 | -575162 | -51968 | -580827 | 384432 |
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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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