Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9858388.6352 | 267375.2768 | -10125763.912 | 973503329.8955 | -337504615.819 | 1311007945.7145 |
Total P&L (%) | -9858.3886 | 267.3753 | -10125.7639 | 973503.3299 | -337504.6158 | 1311007.9457 |
Avg Daily Profit (%) | -4.3461 | 0.1179 | -4.464 | 0.4057 | 0 | 0.4189 |
Buy And Hold Return (%) | 10812.4163 | 10812.4163 | 10812.4163 | 10812.4163 | 10812.4163 | 10812.4163 |
Max Trade Drawdown | -10223117 | -40012 | -10222917 | -724366879 | -626661124 | -342076709 |
Profit Factor | 0.0721 | 3.1148 | 0.0354 | 1.6649 | 0.6294 | 3.369 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 68 | 33 | 35 | 28 | 15 | 13 |
Losing Trades | 15 | 9 | 6 | 55 | 27 | 28 |
Profitability (%) | 81.9277 | 78.5714 | 85.3659 | 33.7349 | 35.7143 | 31.7073 |
Ratio Avg Win / Avg Loss | 0.0159 | 0.8495 | 0.0061 | 3.2703 | 1.133 | 7.2563 |
Largest Winning Trade | 38646 | 38646 | 30978 | 1126851489 | 220394047 | 1126851489 |
Largest Losing Trade | -10222336 | -40012 | -10222336 | -325404098 | -325404098 | -80796774 |
Avg Bars in Trades | 77 | 83 | 71 | 77 | 83 | 71 |
Avg Bars in Winners | 45 | 51 | 38 | 113 | 121 | 104 |
Avg Bars in Losers | 226 | 200 | 265 | 59 | 62 | 56 |
Bars Traded | 6466 | 3522 | 2944 | 6466 | 3522 | 2944 |
Profit Streak | 133.6354 | 133.6354 | 251.6354 | 133.6354 | 133.6354 | 351.3021 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576317 | -193539 | -574979 | 242284 | -583663 | 382872 |
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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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