Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9710914.6969 | 211815.1796 | -9922729.8765 | 362024433.7779 | -446160884.0017 | 808185317.7796 |
Total P&L (%) | -9710.9147 | 211.8152 | -9922.7299 | 362024.4338 | -446160.884 | 808185.3178 |
Avg Daily Profit (%) | -4.2823 | 0.0934 | -4.3757 | 0.362 | 0 | 0.3976 |
Buy And Hold Return (%) | 12700.8012 | 12700.8012 | 12700.8012 | 12700.8012 | 12700.8012 | 12700.8012 |
Max Trade Drawdown | -9916052 | -78724 | -10006637 | -724892337 | -556349955 | -371398391 |
Profit Factor | 0.0655 | 2.4055 | 0.0311 | 1.291 | 0.4425 | 2.8218 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 54 | 25 | 29 | 22 | 11 | 11 |
Losing Trades | 16 | 10 | 6 | 48 | 24 | 24 |
Profitability (%) | 77.1429 | 71.4286 | 82.8571 | 31.4286 | 31.4286 | 31.4286 |
Ratio Avg Win / Avg Loss | 0.0194 | 0.9622 | 0.0064 | 2.8168 | 0.9655 | 6.1567 |
Largest Winning Trade | 62014 | 62014 | 35486 | 647731551 | 147865818 | 647731551 |
Largest Losing Trade | -9914383 | -49036 | -9914383 | -189669130 | -189669130 | -70819154 |
Avg Bars in Trades | 90 | 94 | 86 | 90 | 94 | 86 |
Avg Bars in Winners | 56 | 67 | 47 | 129 | 134 | 124 |
Avg Bars in Losers | 205 | 163 | 275 | 72 | 76 | 69 |
Bars Traded | 6358 | 3322 | 3036 | 6358 | 3322 | 3036 |
Profit Streak | 0 | 0 | 242.3438 | 0 | 0 | 369.3438 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675759 | -229468 | -575649 | -95437 | -588009 | 332013 |
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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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