Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7213750.5413 | 190387.196 | -7404137.7373 | 119213063.5881 | -100327027.528 | 219540091.1161 |
Total P&L (%) | -7213.7505 | 190.3872 | -7404.1377 | 119213.0636 | -100327.0275 | 219540.0911 |
Avg Daily Profit (%) | -3.1849 | 0.0841 | -3.2689 | 0.3133 | 0 | 0.3403 |
Buy And Hold Return (%) | 10257.1983 | 10257.1983 | 10257.1983 | 10257.1983 | 10257.1983 | 10257.1983 |
Max Trade Drawdown | -7385268 | -57953 | -7477127 | -254773501 | -151027106 | -182918138 |
Profit Factor | 0.0806 | 2.2045 | 0.0369 | 1.2612 | 0.6073 | 2.0925 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 80 | 39 | 41 | 46 | 26 | 20 |
Losing Trades | 25 | 14 | 11 | 59 | 27 | 32 |
Profitability (%) | 76.1905 | 73.5849 | 78.8462 | 43.8095 | 49.0566 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.0252 | 0.7914 | 0.0099 | 1.6176 | 0.6307 | 3.3481 |
Largest Winning Trade | 51640 | 51640 | 37889 | 203011630 | 40398255 | 203011630 |
Largest Losing Trade | -7385268 | -42995 | -7385268 | -53506899 | -53506899 | -26564999 |
Avg Bars in Trades | 61 | 66 | 55 | 61 | 66 | 55 |
Avg Bars in Winners | 35 | 44 | 26 | 82 | 84 | 79 |
Avg Bars in Losers | 145 | 128 | 165 | 45 | 50 | 40 |
Bars Traded | 6430 | 3538 | 2891 | 6430 | 3538 | 2891 |
Profit Streak | 66.1337 | 130.1337 | 66.1337 | 66.1337 | 130.1337 | 66.1337 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575442 | -420739 | -756535 | 331881 | -759849 | -170768 |
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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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