Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6675256.4839 | 180659.9689 | -6855916.4527 | 15009184.4563 | -59317804.0069 | 74326988.4632 |
Total P&L (%) | -6675.2565 | 180.66 | -6855.9165 | 15009.1845 | -59317.804 | 74326.9885 |
Avg Daily Profit (%) | -2.9458 | 0.0797 | -3.0256 | 0.2217 | 0 | 0.2922 |
Buy And Hold Return (%) | 10975.7753 | 10975.7753 | 10975.7753 | 10975.7753 | 10975.7753 | 10975.7753 |
Max Trade Drawdown | -6907726 | -32493 | -6915709 | -167182442 | -74499830 | -113068231 |
Profit Factor | 0.0738 | 2.9695 | 0.0365 | 1.062 | 0.4644 | 1.5664 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 46 | 24 | 22 | 28 | 14 | 14 |
Losing Trades | 16 | 7 | 9 | 34 | 17 | 17 |
Profitability (%) | 74.1935 | 77.4194 | 70.9677 | 45.1613 | 45.1613 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.0257 | 0.8661 | 0.0149 | 1.2896 | 0.5639 | 1.902 |
Largest Winning Trade | 31282 | 31282 | 29791 | 97684972 | 17561079 | 97684972 |
Largest Losing Trade | -6907726 | -28368 | -6907726 | -24881957 | -23405341 | -24881957 |
Avg Bars in Trades | 100 | 101 | 100 | 100 | 101 | 100 |
Avg Bars in Winners | 65 | 75 | 54 | 116 | 121 | 112 |
Avg Bars in Losers | 202 | 187 | 215 | 87 | 84 | 91 |
Bars Traded | 6260 | 3132 | 3128 | 6260 | 3132 | 3128 |
Profit Streak | 96.5583 | 96.5583 | 224.5583 | 96.5583 | 96.5583 | 459.8916 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734661 | -244517 | -576719 | -354425 | -581341 | 394151 |
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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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