Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7932844.8684 | 227368.3132 | -8160213.1816 | 295182326.9354 | -59165791.2618 | 354348118.1972 |
Total P&L (%) | -7932.8449 | 227.3683 | -8160.2132 | 295182.3269 | -59165.7913 | 354348.1182 |
Avg Daily Profit (%) | -3.5148 | 0.1007 | -3.6155 | 0.3547 | 0 | 0.3628 |
Buy And Hold Return (%) | 9265.0076 | 9265.0076 | 9265.0076 | 9265.0076 | 9265.0076 | 9265.0076 |
Max Trade Drawdown | -8181306 | -35553 | -8243380 | -219830756 | -158924480 | -152390295 |
Profit Factor | 0.0873 | 2.4868 | 0.0443 | 1.5607 | 0.7949 | 2.4887 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 87 | 45 | 42 | 61 | 27 | 34 |
Losing Trades | 57 | 27 | 30 | 83 | 45 | 38 |
Profitability (%) | 60.4167 | 62.5 | 58.3333 | 42.3611 | 37.5 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.0572 | 1.4921 | 0.0316 | 2.1235 | 1.3248 | 2.7815 |
Largest Winning Trade | 45549 | 45549 | 44531 | 289841082 | 84370725 | 289841082 |
Largest Losing Trade | -8178040 | -20540 | -8178040 | -51704442 | -51704442 | -27870415 |
Avg Bars in Trades | 44 | 25 | 63 | 44 | 25 | 63 |
Avg Bars in Winners | 37 | 22 | 54 | 45 | 32 | 55 |
Avg Bars in Losers | 54 | 29 | 77 | 44 | 20 | 71 |
Bars Traded | 6418 | 1817 | 4601 | 6418 | 1817 | 4601 |
Profit Streak | 0 | 0 | 124.01 | 0 | 0 | 124.01 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579046 | -297919 | -657919 | 344087 | -663152 | -65407 |
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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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