Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7265978.6121 | 127074.2432 | -7393052.8553 | 40031850.6929 | -28123553.9278 | 68155404.6207 |
Total P&L (%) | -7265.9786 | 127.0742 | -7393.0529 | 40031.8507 | -28123.5539 | 68155.4046 |
Avg Daily Profit (%) | -3.2193 | 0.0563 | -3.2756 | 0.266 | 0 | 0.2896 |
Buy And Hold Return (%) | 9412.995 | 9412.995 | 9412.995 | 9412.995 | 9412.995 | 9412.995 |
Max Trade Drawdown | -7392072 | -48084 | -7461079 | -92626474 | -43185612 | -68353532 |
Profit Factor | 0.0666 | 1.9778 | 0.0342 | 1.2378 | 0.6489 | 1.7721 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 66 | 31 | 35 | 38 | 20 | 18 |
Losing Trades | 20 | 12 | 8 | 48 | 23 | 25 |
Profitability (%) | 76.7442 | 72.093 | 81.3953 | 44.186 | 46.5116 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.0202 | 0.7656 | 0.0078 | 1.5635 | 0.7462 | 2.4612 |
Largest Winning Trade | 34994 | 34994 | 26627 | 81177190 | 18308656 | 81177190 |
Largest Losing Trade | -7385268 | -38756 | -7385268 | -12236503 | -8007908 | -12236503 |
Avg Bars in Trades | 73 | 81 | 64 | 73 | 81 | 64 |
Avg Bars in Winners | 32 | 40 | 25 | 100 | 115 | 84 |
Avg Bars in Losers | 207 | 186 | 239 | 51 | 51 | 50 |
Bars Traded | 6280 | 3489 | 2791 | 6280 | 3489 | 2791 |
Profit Streak | 120.6391 | 120.6391 | 218.6391 | 120.6391 | 120.6391 | 341.9724 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575416 | -278662 | -575728 | 243868 | -581125 | 374142 |
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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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