Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9800260.2261 | 263846.8228 | -10064107.0489 | 77678658.9116 | -85731732.4543 | 163410391.3659 |
Total P&L (%) | -9800.2602 | 263.8468 | -10064.107 | 77678.6589 | -85731.7325 | 163410.3914 |
Avg Daily Profit (%) | -4.3294 | 0.1166 | -4.4459 | 0.2945 | 0 | 0.3274 |
Buy And Hold Return (%) | 12757.4712 | 12757.4712 | 12757.4712 | 12757.4712 | 12757.4712 | 12757.4712 |
Max Trade Drawdown | -10044473 | -61305 | -10149785 | -238857838 | -148477425 | -158635313 |
Profit Factor | 0.0834 | 2.3406 | 0.0411 | 1.1494 | 0.6181 | 1.5528 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 53 | 23 | 30 | 41 | 22 | 19 |
Losing Trades | 33 | 20 | 13 | 45 | 21 | 24 |
Profitability (%) | 61.6279 | 53.4884 | 69.7674 | 47.6744 | 51.1628 | 44.186 |
Ratio Avg Win / Avg Loss | 0.052 | 2.0353 | 0.0178 | 1.2615 | 0.59 | 1.9615 |
Largest Winning Trade | 94952 | 94952 | 40970 | 185570869 | 40923279 | 185570869 |
Largest Losing Trade | -10044473 | -25556 | -10044473 | -37138890 | -37138890 | -36107419 |
Avg Bars in Trades | 74 | 69 | 79 | 74 | 69 | 79 |
Avg Bars in Winners | 56 | 62 | 51 | 76 | 69 | 84 |
Avg Bars in Losers | 103 | 76 | 144 | 72 | 69 | 74 |
Bars Traded | 6386 | 2977 | 3408 | 6386 | 2977 | 3408 |
Profit Streak | 33.5909 | 69.9242 | 0 | 33.5909 | 69.9242 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578221 | -197655 | -578164 | -48122 | -580018 | 347640 |
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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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