Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9915271.4635 | 211298.7827 | -10126570.2462 | 314693629.5225 | -254813526.8882 | 569507156.4106 |
Total P&L (%) | -9915.2715 | 211.2988 | -10126.5702 | 314693.6295 | -254813.5269 | 569507.1564 |
Avg Daily Profit (%) | -4.386 | 0.0935 | -4.4795 | 0.3569 | 0 | 0.3833 |
Buy And Hold Return (%) | 9111.2832 | 9111.2832 | 9111.2832 | 9111.2832 | 9111.2832 | 9111.2832 |
Max Trade Drawdown | -10142326 | -52326 | -10171421 | -423274937 | -368991473 | -263844322 |
Profit Factor | 0.0627 | 2.4473 | 0.0293 | 1.3552 | 0.5211 | 2.6093 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 68 | 33 | 35 | 26 | 11 | 15 |
Losing Trades | 18 | 10 | 8 | 60 | 32 | 28 |
Profitability (%) | 79.0698 | 76.7442 | 81.3953 | 30.2326 | 25.5814 | 34.8837 |
Ratio Avg Win / Avg Loss | 0.0166 | 0.7416 | 0.0067 | 3.1274 | 1.516 | 4.8708 |
Largest Winning Trade | 46881 | 46881 | 31247 | 593068263 | 100475970 | 593068263 |
Largest Losing Trade | -10142109 | -52326 | -10142109 | -206207339 | -206207339 | -47958672 |
Avg Bars in Trades | 74 | 79 | 68 | 74 | 79 | 68 |
Avg Bars in Winners | 41 | 43 | 38 | 127 | 146 | 113 |
Avg Bars in Losers | 200 | 199 | 201 | 51 | 56 | 45 |
Bars Traded | 6392 | 3430 | 2962 | 6392 | 3430 | 2962 |
Profit Streak | 126.4177 | 126.4177 | 242.4177 | 126.4177 | 126.4177 | 345.0844 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575543 | -227991 | -575730 | 158854 | -604635 | 363458 |
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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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