Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6467547.706 | 314909.735 | -6782457.441 | 68789884.9938 | -226227059.9508 | 295016944.9446 |
Total P&L (%) | -6467.5477 | 314.9097 | -6782.4574 | 68789.885 | -226227.06 | 295016.9449 |
Avg Daily Profit (%) | -2.8529 | 0.1389 | -2.9918 | 0.2887 | 0 | 0.3531 |
Buy And Hold Return (%) | 9628.5645 | 9628.5645 | 9628.5645 | 9628.5645 | 9628.5645 | 9628.5645 |
Max Trade Drawdown | -6907726 | -18577 | -6914730 | -589380491 | -252553145 | -368675697 |
Profit Factor | 0.104 | 5.9448 | 0.052 | 1.0891 | 0.2911 | 1.6519 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 56 | 29 | 27 | 34 | 16 | 18 |
Losing Trades | 23 | 11 | 12 | 45 | 24 | 21 |
Profitability (%) | 70.8861 | 72.5 | 69.2308 | 43.038 | 40 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.0427 | 2.2549 | 0.0231 | 1.4415 | 0.4366 | 1.9272 |
Largest Winning Trade | 60202 | 60202 | 40894 | 368541058 | 28007356 | 368541058 |
Largest Losing Trade | -6907726 | -17257 | -6907726 | -91184645 | -84306923 | -91184645 |
Avg Bars in Trades | 82 | 71 | 93 | 82 | 71 | 93 |
Avg Bars in Winners | 62 | 76 | 47 | 68 | 37 | 95 |
Avg Bars in Losers | 129 | 57 | 195 | 93 | 94 | 91 |
Bars Traded | 6500 | 2863 | 3637 | 6500 | 2863 | 3637 |
Profit Streak | 84.0387 | 131.0387 | 0 | 84.0387 | 131.0387 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608512 | -160978 | -578264 | -147095 | -583679 | 395977 |
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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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