Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6653334.5232 | 346457.3589 | -6999791.8821 | 162309159.8463 | -201222031.6531 | 363531191.4994 |
Total P&L (%) | -6653.3345 | 346.4574 | -6999.7919 | 162309.1598 | -201222.0317 | 363531.1915 |
Avg Daily Profit (%) | -2.9418 | 0.1532 | -3.095 | 0.3274 | 0 | 0.3632 |
Buy And Hold Return (%) | 12672.478 | 12672.478 | 12672.478 | 12672.478 | 12672.478 | 12672.478 |
Max Trade Drawdown | -7109437 | -69083 | -7101929 | -377707949 | -271683619 | -158909160 |
Profit Factor | 0.1007 | 3.4435 | 0.0354 | 1.307 | 0.3936 | 2.8466 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 16 | 17 | 31 | 18 | 13 |
Losing Trades | 28 | 15 | 13 | 30 | 13 | 17 |
Profitability (%) | 54.0984 | 51.6129 | 56.6667 | 50.8197 | 58.0645 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.0855 | 3.2283 | 0.0271 | 1.2648 | 0.2843 | 3.7225 |
Largest Winning Trade | 103464 | 103464 | 45079 | 484626005 | 49404257 | 484626005 |
Largest Losing Trade | -7096083 | -33922 | -7096083 | -153837006 | -153837006 | -39791361 |
Avg Bars in Trades | 101 | 103 | 99 | 101 | 103 | 99 |
Avg Bars in Winners | 82 | 93 | 72 | 92 | 103 | 78 |
Avg Bars in Losers | 123 | 114 | 134 | 110 | 104 | 114 |
Bars Traded | 6184 | 3212 | 2972 | 6184 | 3212 | 2972 |
Profit Streak | 0 | 0 | 64.9508 | 0 | 0 | 64.9508 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -746246 | -151801 | -579402 | -156640 | -579772 | 460265 |
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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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