Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9769660.3699 | 316119.3926 | -10085779.7625 | 825494488.086 | -293698969.9581 | 1119193458.0441 |
Total P&L (%) | -9769.6604 | 316.1194 | -10085.7798 | 825494.4881 | -293698.97 | 1119193.458 |
Avg Daily Profit (%) | -4.3184 | 0.1397 | -4.4581 | 0.3994 | 0 | 0.4129 |
Buy And Hold Return (%) | 12126.6393 | 12126.6393 | 12126.6393 | 12126.6393 | 12126.6393 | 12126.6393 |
Max Trade Drawdown | -10195469 | -26645 | -10203803 | -1296750829 | -647409364 | -743397209 |
Profit Factor | 0.0753 | 6.1728 | 0.0399 | 1.5102 | 0.6086 | 2.2899 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 25 | 23 | 32 | 17 | 15 |
Losing Trades | 26 | 12 | 14 | 42 | 20 | 22 |
Profitability (%) | 64.8649 | 67.5676 | 62.1622 | 43.2432 | 45.9459 | 40.5405 |
Ratio Avg Win / Avg Loss | 0.0408 | 2.9629 | 0.0243 | 1.9821 | 0.716 | 3.3586 |
Largest Winning Trade | 63073 | 63073 | 42496 | 718683071 | 319323553 | 718683071 |
Largest Losing Trade | -10195469 | -24993 | -10195469 | -237223269 | -150363155 | -237223269 |
Avg Bars in Trades | 84 | 76 | 93 | 84 | 76 | 93 |
Avg Bars in Winners | 57 | 62 | 52 | 92 | 80 | 105 |
Avg Bars in Losers | 135 | 106 | 159 | 79 | 73 | 84 |
Bars Traded | 6278 | 2835 | 3443 | 6278 | 2835 | 3443 |
Profit Streak | 126.9494 | 127.2827 | 126.9494 | 126.9494 | 127.2827 | 126.9494 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -645932 | -160112 | -578236 | -57764 | -580997 | 414119 |
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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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