Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5998663.6589 | 288826.7988 | -6287490.4577 | 347936764.9843 | -18772323.1799 | 366709088.1643 |
Total P&L (%) | -5998.6637 | 288.8268 | -6287.4905 | 347936.765 | -18772.3232 | 366709.0882 |
Avg Daily Profit (%) | -2.6449 | 0.1273 | -2.7723 | 0.3602 | 0 | 0.3625 |
Buy And Hold Return (%) | 11057.4261 | 11057.4261 | 11057.4261 | 11057.4261 | 11057.4261 | 11057.4261 |
Max Trade Drawdown | -6330395 | -66896 | -6418759 | -233041448 | -176327234 | -197699240 |
Profit Factor | 0.1199 | 2.5474 | 0.0515 | 1.4845 | 0.9506 | 2.0835 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 58 | 29 | 29 | 56 | 31 | 25 |
Losing Trades | 45 | 23 | 22 | 47 | 21 | 26 |
Profitability (%) | 56.3107 | 55.7692 | 56.8627 | 54.3689 | 59.6154 | 49.0196 |
Ratio Avg Win / Avg Loss | 0.093 | 2.0203 | 0.0391 | 1.246 | 0.6439 | 2.1669 |
Largest Winning Trade | 73193 | 73193 | 36277 | 397545065 | 66050668 | 397545065 |
Largest Losing Trade | -6268400 | -31960 | -6268400 | -69527796 | -69527796 | -41758614 |
Avg Bars in Trades | 62 | 65 | 59 | 62 | 65 | 59 |
Avg Bars in Winners | 44 | 52 | 36 | 65 | 62 | 69 |
Avg Bars in Losers | 85 | 80 | 90 | 58 | 68 | 50 |
Bars Traded | 6434 | 3383 | 3051 | 6434 | 3383 | 3051 |
Profit Streak | 42.8495 | 131.1829 | 0 | 42.8495 | 131.1829 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579133 | -361852 | -759943 | 432400 | -758202 | -167048 |
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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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