Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9723013.8763 | 223766.4095 | -9946780.2859 | 478796536.1235 | -253557734.4516 | 732354270.5751 |
Total P&L (%) | -9723.0139 | 223.7664 | -9946.7803 | 478796.5361 | -253557.7345 | 732354.2706 |
Avg Daily Profit (%) | -4.2889 | 0.0987 | -4.3876 | 0.3745 | 0 | 0.3933 |
Buy And Hold Return (%) | 11284.6717 | 11284.6717 | 11284.6717 | 11284.6717 | 11284.6717 | 11284.6717 |
Max Trade Drawdown | -9973656 | -54634 | -10009546 | -428609462 | -412080001 | -240347713 |
Profit Factor | 0.0627 | 2.7502 | 0.0291 | 1.5305 | 0.5468 | 3.1352 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 51 | 26 | 25 | 25 | 14 | 11 |
Losing Trades | 12 | 6 | 6 | 38 | 18 | 20 |
Profitability (%) | 80.9524 | 81.25 | 80.6452 | 39.6825 | 43.75 | 35.4839 |
Ratio Avg Win / Avg Loss | 0.0147 | 0.6347 | 0.007 | 2.3264 | 0.7031 | 5.7004 |
Largest Winning Trade | 39827 | 39827 | 35512 | 776161724 | 136406702 | 776161724 |
Largest Losing Trade | -9973656 | -42060 | -9973656 | -212566157 | -212566157 | -47857099 |
Avg Bars in Trades | 101 | 109 | 93 | 101 | 109 | 93 |
Avg Bars in Winners | 59 | 71 | 46 | 141 | 148 | 132 |
Avg Bars in Losers | 282 | 271 | 292 | 75 | 78 | 72 |
Bars Traded | 6394 | 3488 | 2906 | 6394 | 3488 | 2906 |
Profit Streak | 132.2394 | 132.2394 | 247.2394 | 132.2394 | 132.2394 | 351.5728 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726836 | -219959 | -575894 | -142197 | -582672 | 408205 |
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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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