Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5923429.0659 | 303332.1969 | -6226761.2628 | 903510188.5592 | -171657971.2223 | 1075168159.7815 |
Total P&L (%) | -5923.4291 | 303.3322 | -6226.7613 | 903510.1886 | -171657.9712 | 1075168.1598 |
Avg Daily Profit (%) | -2.6194 | 0.1341 | -2.7536 | 0.4036 | 0 | 0.4114 |
Buy And Hold Return (%) | 11238.2916 | 11238.2916 | 11238.2916 | 11238.2916 | 11238.2916 | 11238.2916 |
Max Trade Drawdown | -6281596 | -45402 | -6332275 | -505274403 | -457075902 | -294243018 |
Profit Factor | 0.1113 | 3.6599 | 0.0495 | 1.9122 | 0.715 | 3.7693 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 49 | 25 | 24 | 23 | 11 | 12 |
Losing Trades | 9 | 4 | 5 | 35 | 18 | 17 |
Profitability (%) | 84.4828 | 86.2069 | 82.7586 | 39.6552 | 37.931 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.0204 | 0.5856 | 0.0103 | 2.9099 | 1.1699 | 5.3399 |
Largest Winning Trade | 77866 | 77866 | 38831 | 1016772323 | 201374071 | 1016772323 |
Largest Losing Trade | -6281596 | -37203 | -6281596 | -170822231 | -170822231 | -48961834 |
Avg Bars in Trades | 109 | 118 | 100 | 109 | 118 | 100 |
Avg Bars in Winners | 68 | 80 | 54 | 151 | 163 | 141 |
Avg Bars in Losers | 335 | 357 | 318 | 81 | 91 | 71 |
Bars Traded | 6358 | 3450 | 2908 | 6358 | 3450 | 2908 |
Profit Streak | 124.6847 | 124.6847 | 231.3514 | 124.6847 | 124.6847 | 343.0181 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754567 | -170301 | -575702 | -169006 | -582901 | 528219 |
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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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