Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5582817.8975 | 280159.0662 | -5862976.9638 | 318299173.1144 | -289345215.7742 | 607644388.8887 |
Total P&L (%) | -5582.8179 | 280.1591 | -5862.977 | 318299.1731 | -289345.2158 | 607644.3889 |
Avg Daily Profit (%) | -2.4652 | 0.1237 | -2.5889 | 0.3568 | 0 | 0.3854 |
Buy And Hold Return (%) | 10234.9934 | 10234.9934 | 10234.9934 | 10234.9934 | 10234.9934 | 10234.9934 |
Max Trade Drawdown | -5879470 | -59742 | -5939509 | -572810743 | -389554683 | -348776694 |
Profit Factor | 0.1158 | 2.9976 | 0.0503 | 1.3455 | 0.4734 | 2.6342 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 59 | 29 | 30 | 29 | 16 | 13 |
Losing Trades | 14 | 8 | 6 | 44 | 21 | 23 |
Profitability (%) | 80.8219 | 78.3784 | 83.3333 | 39.726 | 43.2432 | 36.1111 |
Ratio Avg Win / Avg Loss | 0.0275 | 0.8269 | 0.0101 | 2.0415 | 0.6213 | 4.6605 |
Largest Winning Trade | 89828 | 89828 | 41776 | 542045297 | 59077059 | 542045297 |
Largest Losing Trade | -5879470 | -41969 | -5879470 | -123216134 | -123216134 | -76434944 |
Avg Bars in Trades | 88 | 95 | 80 | 88 | 95 | 80 |
Avg Bars in Winners | 48 | 61 | 36 | 128 | 134 | 120 |
Avg Bars in Losers | 254 | 218 | 302 | 61 | 65 | 58 |
Bars Traded | 6429 | 3522 | 2907 | 6429 | 3522 | 2907 |
Profit Streak | 129.7409 | 129.7409 | 235.7409 | 129.7409 | 129.7409 | 350.0743 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651357 | -185655 | -575212 | -67970 | -582049 | 381838 |
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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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