Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7141859.552 | 228066.8046 | -7369926.3566 | 223412443.052 | -199931156.989 | 423343600.041 |
Total P&L (%) | -7141.8596 | 228.0668 | -7369.9264 | 223412.4431 | -199931.157 | 423343.6 |
Avg Daily Profit (%) | -3.1513 | 0.1006 | -3.2519 | 0.3409 | 0 | 0.3692 |
Buy And Hold Return (%) | 10236.0236 | 10236.0236 | 10236.0236 | 10236.0236 | 10236.0236 | 10236.0236 |
Max Trade Drawdown | -7385268 | -54662 | -7451097 | -465730152 | -279954291 | -295833319 |
Profit Factor | 0.0884 | 2.4697 | 0.0402 | 1.2996 | 0.538 | 2.3529 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 81 | 40 | 41 | 39 | 21 | 18 |
Losing Trades | 18 | 10 | 8 | 60 | 29 | 31 |
Profitability (%) | 81.8182 | 80 | 83.6735 | 39.3939 | 42 | 36.7347 |
Ratio Avg Win / Avg Loss | 0.0196 | 0.6174 | 0.0079 | 1.9994 | 0.743 | 4.0522 |
Largest Winning Trade | 51640 | 51640 | 34731 | 336996370 | 51629551 | 336996370 |
Largest Losing Trade | -7385268 | -43394 | -7385268 | -88164037 | -88164037 | -60533122 |
Avg Bars in Trades | 64 | 70 | 59 | 64 | 70 | 59 |
Avg Bars in Winners | 34 | 43 | 26 | 96 | 104 | 87 |
Avg Bars in Losers | 200 | 179 | 226 | 44 | 46 | 42 |
Bars Traded | 6428 | 3536 | 2891 | 6428 | 3536 | 2891 |
Profit Streak | 131.5944 | 131.5944 | 239.5944 | 131.5944 | 131.5944 | 351.5944 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574654 | -397260 | -575034 | 291225 | -762560 | 370979 |
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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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