Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7181845.3303 | 220663.2107 | -7402508.541 | 284981162.6584 | -241381564.968 | 526362727.6263 |
Total P&L (%) | -7181.8453 | 220.6632 | -7402.5085 | 284981.1627 | -241381.565 | 526362.7276 |
Avg Daily Profit (%) | -3.1797 | 0.0977 | -3.2774 | 0.3528 | 0 | 0.3801 |
Buy And Hold Return (%) | 8552.7954 | 8552.7954 | 8552.7954 | 8552.7954 | 8552.7954 | 8552.7954 |
Max Trade Drawdown | -7385268 | -75652 | -7488780 | -456928571 | -331645365 | -260412773 |
Profit Factor | 0.0935 | 2.1383 | 0.0422 | 1.3291 | 0.5675 | 2.7095 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 97 | 47 | 50 | 57 | 28 | 29 |
Losing Trades | 31 | 17 | 14 | 71 | 36 | 35 |
Profitability (%) | 75.7813 | 73.4375 | 78.125 | 44.5313 | 43.75 | 45.3125 |
Ratio Avg Win / Avg Loss | 0.0299 | 0.7734 | 0.0118 | 1.6555 | 0.7296 | 3.27 |
Largest Winning Trade | 50467 | 50467 | 36641 | 429429104 | 88690627 | 429429104 |
Largest Losing Trade | -7385268 | -44138 | -7385268 | -120574455 | -120574455 | -55034347 |
Avg Bars in Trades | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Winners | 30 | 36 | 24 | 59 | 66 | 51 |
Avg Bars in Losers | 110 | 96 | 126 | 41 | 41 | 42 |
Bars Traded | 6353 | 3347 | 3006 | 6353 | 3347 | 3006 |
Profit Streak | 36.0117 | 36.0117 | 58.0117 | 36.0117 | 36.0117 | 58.0117 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575828 | -362632 | -714855 | 357124 | -722123 | -125077 |
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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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