Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8225125.0511 | 382455.1971 | -8607580.2482 | 885389259.6815 | -339887734.3815 | 1225276994.063 |
Total P&L (%) | -8225.1251 | 382.4552 | -8607.5802 | 885389.2597 | -339887.7344 | 1225276.9941 |
Avg Daily Profit (%) | -3.6448 | 0.1695 | -3.8143 | 0.4036 | 0 | 0.418 |
Buy And Hold Return (%) | 9773.0228 | 9773.0228 | 9773.0228 | 9773.0228 | 9773.0228 | 9773.0228 |
Max Trade Drawdown | -8705214 | -74990 | -8727797 | -962977860 | -725264117 | -464203522 |
Profit Factor | 0.094 | 3.6659 | 0.0367 | 1.5874 | 0.6557 | 3.3562 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 40 | 21 | 19 | 30 | 14 | 16 |
Losing Trades | 20 | 9 | 11 | 30 | 16 | 14 |
Profitability (%) | 66.6667 | 70 | 63.3333 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.047 | 1.5711 | 0.0212 | 1.5874 | 0.7494 | 2.9367 |
Largest Winning Trade | 106812 | 106812 | 40463 | 1341708675 | 339887356 | 1341708675 |
Largest Losing Trade | -8705214 | -39747 | -8705214 | -386129759 | -386129759 | -107846954 |
Avg Bars in Trades | 104 | 118 | 91 | 104 | 118 | 91 |
Avg Bars in Winners | 82 | 96 | 66 | 114 | 135 | 95 |
Avg Bars in Losers | 149 | 168 | 134 | 95 | 102 | 88 |
Bars Traded | 6293 | 3540 | 2753 | 6293 | 3540 | 2753 |
Profit Streak | 118.6325 | 118.6325 | 224.2992 | 118.6325 | 118.6325 | 338.9658 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751159 | -148491 | -578506 | -159812 | -581557 | 650421 |
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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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