Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6745074.0519 | 220892.5711 | -6965966.623 | 47042912.5328 | -112104983.0607 | 159147895.5935 |
Total P&L (%) | -6745.0741 | 220.8926 | -6965.9666 | 47042.9125 | -112104.9831 | 159147.8956 |
Avg Daily Profit (%) | -2.9876 | 0.0978 | -3.0855 | 0.273 | 0 | 0.3271 |
Buy And Hold Return (%) | 10609.0031 | 10609.0031 | 10609.0031 | 10609.0031 | 10609.0031 | 10609.0031 |
Max Trade Drawdown | -7022031 | -76191 | -7050742 | -179873102 | -145970418 | -108156799 |
Profit Factor | 0.0842 | 2.4805 | 0.0346 | 1.1387 | 0.4503 | 2.1773 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 42 | 20 | 22 | 32 | 18 | 14 |
Losing Trades | 28 | 15 | 13 | 38 | 17 | 21 |
Profitability (%) | 60 | 57.1429 | 62.8571 | 45.7143 | 51.4286 | 40 |
Ratio Avg Win / Avg Loss | 0.0561 | 1.8604 | 0.0205 | 1.3522 | 0.4253 | 3.266 |
Largest Winning Trade | 56128 | 56128 | 43070 | 214102576 | 23684931 | 214102576 |
Largest Losing Trade | -7022031 | -32199 | -7022031 | -56623922 | -56623922 | -29800661 |
Avg Bars in Trades | 90 | 82 | 97 | 90 | 82 | 97 |
Avg Bars in Winners | 58 | 68 | 50 | 105 | 93 | 120 |
Avg Bars in Losers | 136 | 101 | 177 | 76 | 70 | 82 |
Bars Traded | 6301 | 2888 | 3413 | 6301 | 2888 | 3413 |
Profit Streak | 112.2323 | 112.5656 | 112.2323 | 112.2323 | 112.5656 | 112.2323 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676555 | -221132 | -578163 | -160126 | -579249 | 371736 |
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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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