Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6002210.6497 | 269191.1525 | -6271401.8021 | 9307847.0052 | -78164486.7599 | 87472333.7652 |
Total P&L (%) | -6002.2107 | 269.1912 | -6271.4018 | 9307.847 | -78164.4868 | 87472.3338 |
Avg Daily Profit (%) | -2.6484 | 0.1188 | -2.7672 | 0.2007 | 0 | 0.2994 |
Buy And Hold Return (%) | 10486.9227 | 10486.9227 | 10486.9227 | 10486.9227 | 10486.9227 | 10486.9227 |
Max Trade Drawdown | -6295725 | -31494 | -6338241 | -198534478 | -90682929 | -130733905 |
Profit Factor | 0.1048 | 2.9168 | 0.0447 | 1.0256 | 0.4934 | 1.4177 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 21 | 19 | 38 | 19 | 19 |
Losing Trades | 36 | 17 | 19 | 38 | 19 | 19 |
Profitability (%) | 52.6316 | 55.2632 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.0943 | 2.3613 | 0.0447 | 1.0256 | 0.4934 | 1.4177 |
Largest Winning Trade | 66151 | 66151 | 50929 | 250032628 | 12357252 | 250032628 |
Largest Losing Trade | -6295725 | -26223 | -6295725 | -48082361 | -25598530 | -48082361 |
Avg Bars in Trades | 81 | 62 | 99 | 81 | 62 | 99 |
Avg Bars in Winners | 61 | 74 | 46 | 81 | 81 | 80 |
Avg Bars in Losers | 103 | 46 | 153 | 81 | 43 | 119 |
Bars Traded | 6163 | 2364 | 3799 | 6163 | 2364 | 3799 |
Profit Streak | 65.9728 | 106.9728 | 0 | 65.9728 | 106.9728 | 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 | -633655 | -193386 | -580764 | -403329 | -580203 | 349316 |
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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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