Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8007258.2832 | 344258.7921 | -8351517.0753 | 1326097436.5849 | -456728094.7815 | 1782825531.3664 |
Total P&L (%) | -8007.2583 | 344.2588 | -8351.5171 | 1326097.4366 | -456728.0948 | 1782825.5314 |
Avg Daily Profit (%) | -3.5228 | 0.1515 | -3.6742 | 0.4185 | 0 | 0.4316 |
Buy And Hold Return (%) | 9381.8674 | 9381.8674 | 9381.8674 | 9381.8674 | 9381.8674 | 9381.8674 |
Max Trade Drawdown | -8436692 | -60637 | -8439849 | -1517667070 | -1208413839 | -468963579 |
Profit Factor | 0.0908 | 4.7752 | 0.0418 | 1.5516 | 0.7107 | 3.16 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 21 | 20 | 29 | 14 | 15 |
Losing Trades | 25 | 12 | 13 | 37 | 19 | 18 |
Profitability (%) | 62.1212 | 63.6364 | 60.6061 | 43.9394 | 42.4242 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.0554 | 2.7287 | 0.0272 | 1.9796 | 0.9645 | 3.792 |
Largest Winning Trade | 77331 | 77331 | 43011 | 2022943444 | 560024649 | 2022943444 |
Largest Losing Trade | -8436692 | -34252 | -8436692 | -447510207 | -447510207 | -175029955 |
Avg Bars in Trades | 95 | 93 | 97 | 95 | 93 | 97 |
Avg Bars in Winners | 80 | 88 | 73 | 100 | 102 | 97 |
Avg Bars in Losers | 118 | 102 | 133 | 91 | 86 | 96 |
Bars Traded | 6280 | 3079 | 3201 | 6280 | 3079 | 3201 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707706 | -149198 | -579427 | -118496 | -583748 | 513481 |
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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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