Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9325873.6834 | 222465.0387 | -9548338.7221 | 469846087.8189 | -328170604.4771 | 798016692.296 |
Total P&L (%) | -9325.8737 | 222.465 | -9548.3387 | 469846.0878 | -328170.6045 | 798016.6923 |
Avg Daily Profit (%) | -4.1253 | 0.0984 | -4.2237 | 0.3747 | 0 | 0.3982 |
Buy And Hold Return (%) | 9735.5417 | 9735.5417 | 9735.5417 | 9735.5417 | 9735.5417 | 9735.5417 |
Max Trade Drawdown | -9620735 | -54236 | -9627364 | -569384188 | -479777214 | -326444805 |
Profit Factor | 0.0693 | 2.6576 | 0.0341 | 1.4353 | 0.4806 | 2.7826 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 77 | 39 | 38 | 31 | 16 | 15 |
Losing Trades | 17 | 8 | 9 | 63 | 31 | 32 |
Profitability (%) | 81.9149 | 82.9787 | 80.8511 | 32.9787 | 34.0426 | 31.9149 |
Ratio Avg Win / Avg Loss | 0.0153 | 0.5452 | 0.0081 | 2.9168 | 0.9311 | 5.9363 |
Largest Winning Trade | 46881 | 46881 | 32071 | 835905844 | 126053124 | 835905844 |
Largest Losing Trade | -9617092 | -44813 | -9617092 | -185188845 | -185188845 | -59396902 |
Avg Bars in Trades | 67 | 72 | 62 | 67 | 72 | 62 |
Avg Bars in Winners | 40 | 50 | 30 | 105 | 110 | 100 |
Avg Bars in Losers | 190 | 182 | 197 | 48 | 53 | 44 |
Bars Traded | 6351 | 3424 | 2927 | 6351 | 3424 | 2927 |
Profit Streak | 126.2457 | 126.2457 | 235.2457 | 126.2457 | 126.2457 | 235.2457 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574789 | -219864 | -575752 | 236484 | -585943 | 326280 |
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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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