Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7721611.9888 | 325239.9921 | -8046851.9809 | 619123573.061 | -225831856.7102 | 844955429.7712 |
Total P&L (%) | -7721.612 | 325.24 | -8046.852 | 619123.5731 | -225831.8567 | 844955.4298 |
Avg Daily Profit (%) | -3.4197 | 0.144 | -3.5637 | 0.3874 | 0 | 0.4012 |
Buy And Hold Return (%) | 11291.9932 | 11291.9932 | 11291.9932 | 11291.9932 | 11291.9932 | 11291.9932 |
Max Trade Drawdown | -8102215 | -75273 | -8158957 | -617015420 | -475193492 | -332916248 |
Profit Factor | 0.0924 | 3.2494 | 0.0378 | 1.5925 | 0.66 | 3.2197 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 42 | 21 | 21 | 30 | 16 | 14 |
Losing Trades | 19 | 10 | 9 | 31 | 15 | 16 |
Profitability (%) | 68.8525 | 67.7419 | 70 | 49.1803 | 51.6129 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0418 | 1.5474 | 0.0162 | 1.6456 | 0.6188 | 3.6796 |
Largest Winning Trade | 97139 | 97139 | 37789 | 776851484 | 202329772 | 776851484 |
Largest Losing Trade | -8102215 | -35710 | -8102215 | -197318803 | -197318803 | -77918930 |
Avg Bars in Trades | 105 | 117 | 92 | 105 | 117 | 92 |
Avg Bars in Winners | 81 | 100 | 61 | 119 | 124 | 112 |
Avg Bars in Losers | 159 | 153 | 165 | 92 | 110 | 75 |
Bars Traded | 6430 | 3644 | 2786 | 6430 | 3644 | 2786 |
Profit Streak | 33.9556 | 35.2889 | 0 | 33.9556 | 35.2889 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743792 | -157518 | -578232 | -153155 | -580066 | 524444 |
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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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