Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6064277.243 | 258451.9173 | -6322729.1603 | 62311925.9863 | -96237795.3196 | 158549721.3059 |
Total P&L (%) | -6064.2772 | 258.4519 | -6322.7292 | 62311.926 | -96237.7953 | 158549.7213 |
Avg Daily Profit (%) | -2.6735 | 0.1139 | -2.7874 | 0.2842 | 0 | 0.3254 |
Buy And Hold Return (%) | 11370.907 | 11370.907 | 11370.907 | 11370.907 | 11370.907 | 11370.907 |
Max Trade Drawdown | -6265971 | -32889 | -6396594 | -231614744 | -111620031 | -138390831 |
Profit Factor | 0.1125 | 2.4452 | 0.0498 | 1.1562 | 0.5478 | 1.8522 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 51 | 27 | 24 | 39 | 20 | 19 |
Losing Trades | 31 | 14 | 17 | 43 | 21 | 22 |
Profitability (%) | 62.1951 | 65.8537 | 58.5366 | 47.561 | 48.7805 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.0684 | 1.2679 | 0.0353 | 1.2748 | 0.5752 | 2.1446 |
Largest Winning Trade | 66927 | 66927 | 46793 | 136421024 | 22090533 | 136421024 |
Largest Losing Trade | -6265971 | -26673 | -6265971 | -33776532 | -33776532 | -25558097 |
Avg Bars in Trades | 74 | 51 | 98 | 74 | 51 | 98 |
Avg Bars in Winners | 47 | 47 | 46 | 80 | 54 | 107 |
Avg Bars in Losers | 120 | 59 | 171 | 70 | 48 | 90 |
Bars Traded | 6140 | 2101 | 4039 | 6140 | 2101 | 4039 |
Profit Streak | 65.6902 | 104.3569 | 0 | 65.6902 | 104.3569 | 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 | -587138 | -200465 | -579635 | -50112 | -580655 | 404550 |
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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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