Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8389180.6005 | 123395.4489 | -8512576.0494 | 57016635.0456 | -32156865.1788 | 89173500.2245 |
Total P&L (%) | -8389.1806 | 123.3954 | -8512.576 | 57016.635 | -32156.8652 | 89173.5002 |
Avg Daily Profit (%) | -3.6886 | 0.0543 | -3.7429 | 0.2795 | 0 | 0.2992 |
Buy And Hold Return (%) | 9319.6682 | 9319.6682 | 9319.6682 | 9319.6682 | 9319.6682 | 9319.6682 |
Max Trade Drawdown | -8532843 | -61688 | -8589529 | -109607468 | -54390174 | -84787852 |
Profit Factor | 0.0652 | 1.8131 | 0.0352 | 1.2564 | 0.697 | 1.7671 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 135 | 68 | 67 | 61 | 28 | 33 |
Losing Trades | 31 | 15 | 16 | 105 | 55 | 50 |
Profitability (%) | 81.3253 | 81.9277 | 80.7229 | 36.747 | 33.7349 | 39.759 |
Ratio Avg Win / Avg Loss | 0.015 | 0.4 | 0.0084 | 2.1627 | 1.369 | 2.6774 |
Largest Winning Trade | 32015 | 32015 | 21182 | 92158077 | 23270812 | 92158077 |
Largest Losing Trade | -8512077 | -41028 | -8512077 | -11806072 | -11806072 | -10297760 |
Avg Bars in Trades | 37 | 40 | 35 | 37 | 40 | 35 |
Avg Bars in Winners | 15 | 19 | 11 | 49 | 59 | 41 |
Avg Bars in Losers | 135 | 136 | 134 | 30 | 30 | 31 |
Bars Traded | 6278 | 3346 | 2932 | 6278 | 3346 | 2932 |
Profit Streak | 0 | 0 | 241.4334 | 0 | 0 | 359.1 |
Trades During Streak | 0 | 0 | 9 | 0 | 0 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575612 | -281558 | -575378 | 171839 | -585768 | 338463 |
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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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