Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8625738.0179 | 197375.2914 | -8823113.3093 | 69013262.7553 | -6753640.5357 | 75766903.291 |
Total P&L (%) | -8625.738 | 197.3753 | -8823.1133 | 69013.2628 | -6753.6405 | 75766.9033 |
Avg Daily Profit (%) | -3.8071 | 0.0871 | -3.8943 | 0.289 | 0 | 0.2931 |
Buy And Hold Return (%) | 10850.6767 | 10850.6767 | 10850.6767 | 10850.6767 | 10850.6767 | 10850.6767 |
Max Trade Drawdown | -8833027 | -100320 | -8911855 | -68220190 | -52325169 | -52373463 |
Profit Factor | 0.0752 | 1.8037 | 0.0284 | 1.3481 | 0.9421 | 1.9285 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 75 | 37 | 38 | 73 | 34 | 39 |
Losing Trades | 65 | 33 | 32 | 67 | 36 | 31 |
Profitability (%) | 53.5714 | 52.8571 | 54.2857 | 52.1429 | 48.5714 | 55.7143 |
Ratio Avg Win / Avg Loss | 0.0651 | 1.6087 | 0.0239 | 1.2373 | 0.9975 | 1.5329 |
Largest Winning Trade | 90414 | 90414 | 38874 | 98844826 | 25971003 | 98844826 |
Largest Losing Trade | -8788680 | -45923 | -8788680 | -26529843 | -26529843 | -23413848 |
Avg Bars in Trades | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Winners | 29 | 35 | 24 | 49 | 66 | 34 |
Avg Bars in Losers | 63 | 62 | 64 | 40 | 30 | 52 |
Bars Traded | 6344 | 3374 | 2970 | 6344 | 3374 | 2970 |
Profit Streak | 74.7802 | 74.7802 | 75.1135 | 74.7802 | 74.7802 | 75.1135 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578522 | -331852 | -673437 | 389518 | -674826 | -79989 |
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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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