Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5972528.3816 | 367624.1565 | -6340152.538 | 269409031.3136 | -147027153.0352 | 416436184.3488 |
Total P&L (%) | -5972.5284 | 367.6242 | -6340.1525 | 269409.0313 | -147027.153 | 416436.1843 |
Avg Daily Profit (%) | -2.6365 | 0.1623 | -2.7988 | 0.3493 | 0 | 0.3686 |
Buy And Hold Return (%) | 10571.2991 | 10571.2991 | 10571.2991 | 10571.2991 | 10571.2991 | 10571.2991 |
Max Trade Drawdown | -6377472 | -33536 | -6458576 | -452907349 | -259002275 | -237175728 |
Profit Factor | 0.1366 | 3.8546 | 0.066 | 1.3914 | 0.5675 | 2.1953 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 56 | 28 | 28 | 40 | 22 | 18 |
Losing Trades | 36 | 18 | 18 | 52 | 24 | 28 |
Profitability (%) | 60.8696 | 60.8696 | 60.8696 | 43.4783 | 47.8261 | 39.1304 |
Ratio Avg Win / Avg Loss | 0.0878 | 2.478 | 0.0424 | 1.8088 | 0.6191 | 3.4149 |
Largest Winning Trade | 64054 | 64054 | 50929 | 270829823 | 78983474 | 270829823 |
Largest Losing Trade | -6377472 | -21067 | -6377472 | -62002626 | -60472159 | -62002626 |
Avg Bars in Trades | 69 | 48 | 90 | 69 | 48 | 90 |
Avg Bars in Winners | 50 | 44 | 56 | 70 | 53 | 92 |
Avg Bars in Losers | 99 | 54 | 144 | 68 | 44 | 89 |
Bars Traded | 6401 | 2229 | 4172 | 6401 | 2229 | 4172 |
Profit Streak | 64.7197 | 108.7197 | 0 | 64.7197 | 108.7197 | 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 | -578564 | -149479 | -579295 | 336078 | -580987 | 342084 |
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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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