Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6162653.0699 | 270737.993 | -6433391.0629 | 54534206.3673 | -101477797.939 | 156012004.3063 |
Total P&L (%) | -6162.6531 | 270.738 | -6433.3911 | 54534.2064 | -101477.7979 | 156012.0043 |
Avg Daily Profit (%) | -2.7128 | 0.1192 | -2.832 | 0.2779 | 0 | 0.3242 |
Buy And Hold Return (%) | 9940.1808 | 9940.1808 | 9940.1808 | 9940.1808 | 9940.1808 | 9940.1808 |
Max Trade Drawdown | -6403467 | -35655 | -6543332 | -244288832 | -119573701 | -134697725 |
Profit Factor | 0.1165 | 2.658 | 0.0556 | 1.1497 | 0.414 | 1.8166 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 26 | 25 | 39 | 21 | 18 |
Losing Trades | 33 | 16 | 17 | 45 | 21 | 24 |
Profitability (%) | 60.7143 | 61.9048 | 59.5238 | 46.4286 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0754 | 1.6357 | 0.0378 | 1.3266 | 0.414 | 2.4221 |
Largest Winning Trade | 63398 | 63398 | 50929 | 150598812 | 15932156 | 150598812 |
Largest Losing Trade | -6403467 | -25549 | -6403467 | -35474029 | -31386067 | -35474029 |
Avg Bars in Trades | 76 | 55 | 96 | 76 | 55 | 96 |
Avg Bars in Winners | 59 | 60 | 59 | 70 | 52 | 92 |
Avg Bars in Losers | 101 | 47 | 151 | 80 | 58 | 99 |
Bars Traded | 6391 | 2331 | 4060 | 6391 | 2331 | 4060 |
Profit Streak | 70.7217 | 114.7217 | 0 | 70.7217 | 114.7217 | 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 | -578328 | -192457 | -579500 | -48743 | -580171 | 353203 |
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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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