Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5871200.1782 | 449882.3569 | -6321082.5351 | 1680607255.2229 | -377992756.3621 | 2058600011.585 |
Total P&L (%) | -5871.2002 | 449.8824 | -6321.0825 | 1680607.2552 | -377992.7564 | 2058600.0116 |
Avg Daily Profit (%) | -2.599 | 0.1992 | -2.7982 | 0.4316 | 0 | 0.4407 |
Buy And Hold Return (%) | 8880.6393 | 8880.6393 | 8880.6393 | 8880.6393 | 8880.6393 | 8880.6393 |
Max Trade Drawdown | -6397998 | -57209 | -6432322 | -1343005867 | -1111378805 | -637553318 |
Profit Factor | 0.1393 | 4.2083 | 0.0539 | 1.7335 | 0.7539 | 3.7262 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 23 | 18 | 29 | 12 | 17 |
Losing Trades | 24 | 10 | 14 | 36 | 21 | 15 |
Profitability (%) | 63.0769 | 69.697 | 56.25 | 44.6154 | 36.3636 | 53.125 |
Ratio Avg Win / Avg Loss | 0.0815 | 1.8297 | 0.0419 | 2.1519 | 1.3194 | 3.2878 |
Largest Winning Trade | 114026 | 114026 | 40463 | 2053462559 | 719232850 | 2053462559 |
Largest Losing Trade | -6397998 | -34615 | -6397998 | -560649970 | -560649970 | -190254819 |
Avg Bars in Trades | 98 | 108 | 87 | 98 | 108 | 87 |
Avg Bars in Winners | 80 | 87 | 72 | 114 | 150 | 89 |
Avg Bars in Losers | 127 | 157 | 106 | 84 | 84 | 84 |
Bars Traded | 6388 | 3590 | 2798 | 6388 | 3590 | 2798 |
Profit Streak | 121.359 | 121.359 | 229.359 | 121.359 | 121.359 | 341.6924 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714124 | -147855 | -579409 | -124109 | -583874 | 672190 |
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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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