Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5572003.0216 | 282955.0313 | -5854958.0529 | 342558991.3646 | -242062723.6877 | 584621715.0522 |
Total P&L (%) | -5572.003 | 282.955 | -5854.9581 | 342558.9914 | -242062.7237 | 584621.7151 |
Avg Daily Profit (%) | -2.46 | 0.1249 | -2.585 | 0.36 | 0 | 0.3837 |
Buy And Hold Return (%) | 12094.3975 | 12094.3975 | 12094.3975 | 12094.3975 | 12094.3975 | 12094.3975 |
Max Trade Drawdown | -5888512 | -68735 | -5944712 | -503995387 | -362989781 | -327916985 |
Profit Factor | 0.1237 | 2.6351 | 0.0535 | 1.3406 | 0.6068 | 2.4987 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 109 | 52 | 57 | 55 | 31 | 24 |
Losing Trades | 30 | 18 | 12 | 84 | 39 | 45 |
Profitability (%) | 78.4173 | 74.2857 | 82.6087 | 39.5683 | 44.2857 | 34.7826 |
Ratio Avg Win / Avg Loss | 0.034 | 0.9121 | 0.0113 | 2.0475 | 0.7634 | 4.6851 |
Largest Winning Trade | 43612 | 43612 | 27414 | 579506044 | 95423390 | 579506044 |
Largest Losing Trade | -5879470 | -42343 | -5879470 | -132028605 | -132028605 | -51685691 |
Avg Bars in Trades | 46 | 51 | 41 | 46 | 51 | 41 |
Avg Bars in Winners | 24 | 34 | 16 | 67 | 70 | 64 |
Avg Bars in Losers | 124 | 100 | 159 | 32 | 36 | 28 |
Bars Traded | 6423 | 3591 | 2832 | 6423 | 3591 | 2832 |
Profit Streak | 46.1355 | 129.8021 | 46.1355 | 46.1355 | 129.8021 | 46.1355 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575029 | -279350 | -677758 | 308822 | -676007 | -92948 |
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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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