Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8305517.6742 | 97601.6045 | -8403119.2788 | 54171267.7467 | -17089794.7469 | 71261062.4935 |
Total P&L (%) | -8305.5177 | 97.6016 | -8403.1193 | 54171.2677 | -17089.7947 | 71261.0625 |
Avg Daily Profit (%) | -3.6561 | 0.043 | -3.6991 | 0.2776 | 0 | 0.2896 |
Buy And Hold Return (%) | 9798.8982 | 9798.8982 | 9798.8982 | 9798.8982 | 9798.8982 | 9798.8982 |
Max Trade Drawdown | -8412989 | -75277 | -8476778 | -47004639 | -35617463 | -36477562 |
Profit Factor | 0.054 | 1.7448 | 0.0284 | 1.5235 | 0.665 | 2.3582 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 62 | 31 | 31 | 26 | 13 | 13 |
Losing Trades | 12 | 6 | 6 | 48 | 24 | 24 |
Profitability (%) | 83.7838 | 83.7838 | 83.7838 | 35.1351 | 35.1351 | 35.1351 |
Ratio Avg Win / Avg Loss | 0.0105 | 0.3377 | 0.0055 | 2.8126 | 1.2277 | 4.3535 |
Largest Winning Trade | 23964 | 20126 | 23964 | 80418856 | 9703092 | 80418856 |
Largest Losing Trade | -8375713 | -39454 | -8375713 | -12352966 | -9094582 | -12352966 |
Avg Bars in Trades | 84 | 88 | 80 | 84 | 88 | 80 |
Avg Bars in Winners | 36 | 48 | 25 | 126 | 142 | 111 |
Avg Bars in Losers | 332 | 297 | 367 | 61 | 60 | 63 |
Bars Traded | 6274 | 3290 | 2984 | 6274 | 3290 | 2984 |
Profit Streak | 135.346 | 135.346 | 238.6793 | 135.346 | 135.346 | 350.346 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -643572 | -295154 | -575161 | -62829 | -583535 | 319793 |
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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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