Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5929230.0546 | 351730.0997 | -6280960.1542 | 774575967.8457 | -550324217.5882 | 1324900185.434 |
Total P&L (%) | -5929.2301 | 351.7301 | -6280.9602 | 774575.9678 | -550324.2176 | 1324900.1854 |
Avg Daily Profit (%) | -2.6143 | 0.1551 | -2.7694 | 0.3956 | 0 | 0.4194 |
Buy And Hold Return (%) | 10370.3406 | 10370.3406 | 10370.3406 | 10370.3406 | 10370.3406 | 10370.3406 |
Max Trade Drawdown | -6319617 | -83043 | -6353477 | -1187396134 | -863159362 | -353325881 |
Profit Factor | 0.1189 | 3.5196 | 0.0469 | 1.4776 | 0.549 | 4.2986 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 42 | 22 | 20 | 30 | 15 | 15 |
Losing Trades | 25 | 12 | 13 | 37 | 19 | 18 |
Profitability (%) | 62.6866 | 64.7059 | 60.6061 | 44.7761 | 44.1176 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.0708 | 1.9198 | 0.0305 | 1.8224 | 0.6954 | 5.1583 |
Largest Winning Trade | 107559 | 107559 | 47180 | 1421479401 | 308635757 | 1421479401 |
Largest Losing Trade | -6319617 | -39527 | -6319617 | -474450880 | -474450880 | -74819318 |
Avg Bars in Trades | 93 | 94 | 92 | 93 | 94 | 92 |
Avg Bars in Winners | 88 | 87 | 89 | 89 | 97 | 81 |
Avg Bars in Losers | 100 | 106 | 95 | 96 | 91 | 101 |
Bars Traded | 6244 | 3200 | 3044 | 6244 | 3200 | 3044 |
Profit Streak | 125.295 | 125.295 | 242.6284 | 125.295 | 125.295 | 492.295 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698747 | -148983 | -578455 | -109933 | -582123 | 605070 |
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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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