Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7707472.5513 | 219299.8009 | -7926772.3522 | 343583664.9719 | -275949377.9872 | 619533042.9591 |
Total P&L (%) | -7707.4726 | 219.2998 | -7926.7724 | 343583.665 | -275949.378 | 619533.043 |
Avg Daily Profit (%) | -3.3944 | 0.0966 | -3.4909 | 0.3592 | 0 | 0.3853 |
Buy And Hold Return (%) | 9596.8578 | 9596.8578 | 9596.8578 | 9596.8578 | 9596.8578 | 9596.8578 |
Max Trade Drawdown | -7942366 | -54534 | -7997015 | -409484873 | -377436453 | -246902366 |
Profit Factor | 0.0812 | 2.4086 | 0.0372 | 1.4078 | 0.4658 | 2.9 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 90 | 45 | 45 | 46 | 24 | 22 |
Losing Trades | 23 | 12 | 11 | 67 | 33 | 34 |
Profitability (%) | 79.646 | 78.9474 | 80.3571 | 40.708 | 42.1053 | 39.2857 |
Ratio Avg Win / Avg Loss | 0.0208 | 0.6423 | 0.0091 | 2.0504 | 0.6404 | 4.4819 |
Largest Winning Trade | 51640 | 51640 | 37889 | 658681263 | 74998177 | 658681263 |
Largest Losing Trade | -7941597 | -45793 | -7941597 | -176983418 | -176983418 | -41831399 |
Avg Bars in Trades | 56 | 62 | 51 | 56 | 62 | 51 |
Avg Bars in Winners | 31 | 39 | 24 | 72 | 73 | 71 |
Avg Bars in Losers | 156 | 148 | 164 | 46 | 54 | 38 |
Bars Traded | 6434 | 3547 | 2887 | 6434 | 3547 | 2887 |
Profit Streak | 136.1351 | 136.1351 | 244.1351 | 136.1351 | 136.1351 | 347.1351 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574973 | -403343 | -755556 | 335601 | -762943 | -167700 |
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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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