Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7215191.8904 | 153152.5612 | -7368344.4517 | 67224157.9098 | -71890506.3973 | 139114664.3071 |
Total P&L (%) | -7215.1919 | 153.1526 | -7368.3445 | 67224.1579 | -71890.5064 | 139114.6643 |
Avg Daily Profit (%) | -3.1897 | 0.0677 | -3.2574 | 0.2883 | 0 | 0.3205 |
Buy And Hold Return (%) | 11452.7698 | 11452.7698 | 11452.7698 | 11452.7698 | 11452.7698 | 11452.7698 |
Max Trade Drawdown | -7385268 | -39590 | -7419352 | -137294589 | -86708281 | -94230974 |
Profit Factor | 0.0695 | 2.1993 | 0.0339 | 1.2518 | 0.483 | 2.0875 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 67 | 33 | 34 | 29 | 15 | 14 |
Losing Trades | 13 | 7 | 6 | 51 | 25 | 26 |
Profitability (%) | 83.75 | 82.5 | 85 | 36.25 | 37.5 | 35 |
Ratio Avg Win / Avg Loss | 0.0135 | 0.4665 | 0.006 | 2.2014 | 0.805 | 3.8768 |
Largest Winning Trade | 38059 | 38059 | 27995 | 171897379 | 23062141 | 171897379 |
Largest Losing Trade | -7385268 | -39590 | -7385268 | -18169670 | -18169670 | -14215470 |
Avg Bars in Trades | 78 | 87 | 69 | 78 | 87 | 69 |
Avg Bars in Winners | 37 | 45 | 29 | 121 | 140 | 101 |
Avg Bars in Losers | 292 | 285 | 299 | 53 | 55 | 52 |
Bars Traded | 6281 | 3493 | 2788 | 6281 | 3493 | 2788 |
Profit Streak | 125.9874 | 125.9874 | 223.654 | 125.9874 | 125.9874 | 346.654 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -598639 | -261781 | -575400 | -18800 | -584652 | 308708 |
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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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