Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8762957.747 | 221975.1665 | -8984932.9135 | 588498100.9467 | -266664638.9973 | 855162739.9439 |
Total P&L (%) | -8762.9577 | 221.9752 | -8984.9329 | 588498.1009 | -266664.639 | 855162.7399 |
Avg Daily Profit (%) | -3.874 | 0.0981 | -3.9721 | 0.3845 | 0 | 0.4011 |
Buy And Hold Return (%) | 11113.6235 | 11113.6235 | 11113.6235 | 11113.6235 | 11113.6235 | 11113.6235 |
Max Trade Drawdown | -9009122 | -56125 | -9068240 | -433108965 | -461407422 | -278654762 |
Profit Factor | 0.0715 | 2.6526 | 0.0342 | 1.6258 | 0.5368 | 3.345 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 63 | 32 | 31 | 29 | 15 | 14 |
Losing Trades | 12 | 6 | 6 | 46 | 23 | 23 |
Profitability (%) | 84 | 84.2105 | 83.7838 | 38.6667 | 39.4737 | 37.8378 |
Ratio Avg Win / Avg Loss | 0.0136 | 0.4974 | 0.0066 | 2.5788 | 0.8231 | 5.4953 |
Largest Winning Trade | 43617 | 43617 | 38537 | 851898493 | 143436705 | 851898493 |
Largest Losing Trade | -9009122 | -44119 | -9009122 | -217898322 | -217898322 | -48672256 |
Avg Bars in Trades | 85 | 92 | 78 | 85 | 92 | 78 |
Avg Bars in Winners | 53 | 64 | 42 | 124 | 126 | 121 |
Avg Bars in Losers | 255 | 244 | 266 | 61 | 70 | 53 |
Bars Traded | 6439 | 3519 | 2920 | 6439 | 3519 | 2920 |
Profit Streak | 127.0779 | 127.0779 | 235.7446 | 127.0779 | 127.0779 | 339.7446 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636114 | -220189 | -575543 | -51607 | -583899 | 459782 |
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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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