Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6061464.2921 | 217706.2877 | -6279170.5799 | 43778524.3549 | -73514445.3733 | 117292969.7282 |
Total P&L (%) | -6061.4643 | 217.7063 | -6279.1706 | 43778.5244 | -73514.4454 | 117292.9697 |
Avg Daily Profit (%) | -2.6738 | 0.096 | -2.7698 | 0.2687 | 0 | 0.3123 |
Buy And Hold Return (%) | 11026.4814 | 11026.4814 | 11026.4814 | 11026.4814 | 11026.4814 | 11026.4814 |
Max Trade Drawdown | -6214355 | -69304 | -6344536 | -166094182 | -99741750 | -78919012 |
Profit Factor | 0.1022 | 2.6316 | 0.0512 | 1.1566 | 0.4743 | 1.8391 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 24 | 19 | 43 | 21 | 22 |
Losing Trades | 39 | 17 | 22 | 39 | 20 | 19 |
Profitability (%) | 52.439 | 58.5366 | 46.3415 | 52.439 | 51.2195 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.0927 | 1.864 | 0.0593 | 1.049 | 0.4517 | 1.5883 |
Largest Winning Trade | 66408 | 66408 | 51799 | 97675914 | 18274574 | 97675914 |
Largest Losing Trade | -6196286 | -39771 | -6196286 | -32377667 | -32377667 | -25419939 |
Avg Bars in Trades | 75 | 46 | 103 | 75 | 46 | 103 |
Avg Bars in Winners | 63 | 46 | 85 | 73 | 56 | 89 |
Avg Bars in Losers | 87 | 46 | 119 | 77 | 36 | 120 |
Bars Traded | 6165 | 1913 | 4253 | 6165 | 1913 | 4253 |
Profit Streak | 183.4537 | 197.4537 | 0 | 183.4537 | 197.4537 | 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 | -588653 | -223402 | -582165 | -49806 | -579608 | 467891 |
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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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