Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6113014.6547 | 214647.3869 | -6327662.0416 | 188776935.0525 | -111285356.7646 | 300062291.8171 |
Total P&L (%) | -6113.0147 | 214.6474 | -6327.662 | 188776.9351 | -111285.3568 | 300062.2918 |
Avg Daily Profit (%) | -2.7025 | 0.0949 | -2.7974 | 0.3341 | 0 | 0.3546 |
Buy And Hold Return (%) | 10639.4138 | 10639.4138 | 10639.4138 | 10639.4138 | 10639.4138 | 10639.4138 |
Max Trade Drawdown | -6282469 | -70125 | -6401253 | -159875938 | -159934414 | -85407131 |
Profit Factor | 0.0973 | 2.5551 | 0.0461 | 1.5253 | 0.4992 | 3.188 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 49 | 24 | 25 | 27 | 14 | 13 |
Losing Trades | 24 | 13 | 11 | 46 | 23 | 23 |
Profitability (%) | 67.1233 | 64.8649 | 69.4444 | 36.9863 | 37.8378 | 36.1111 |
Ratio Avg Win / Avg Loss | 0.0476 | 1.384 | 0.0203 | 2.5987 | 0.82 | 5.6403 |
Largest Winning Trade | 65104 | 65104 | 32091 | 332282844 | 36671468 | 332282844 |
Largest Losing Trade | -6282469 | -33624 | -6282469 | -66352283 | -66352283 | -19243402 |
Avg Bars in Trades | 88 | 93 | 83 | 88 | 93 | 83 |
Avg Bars in Winners | 58 | 70 | 46 | 129 | 151 | 105 |
Avg Bars in Losers | 151 | 136 | 168 | 64 | 58 | 71 |
Bars Traded | 6476 | 3454 | 3021 | 6476 | 3454 | 3021 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654558 | -226367 | -578259 | -69582 | -585502 | 361750 |
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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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