Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5792343.7659 | 273125.3676 | -6065469.1334 | 288155686.8532 | -207005470.7817 | 495161157.635 |
Total P&L (%) | -5792.3438 | 273.1254 | -6065.4691 | 288155.6869 | -207005.4708 | 495161.1576 |
Avg Daily Profit (%) | -2.55 | 0.1202 | -2.6702 | 0.3513 | 0 | 0.3752 |
Buy And Hold Return (%) | 9420.0598 | 9420.0598 | 9420.0598 | 9420.0598 | 9420.0598 | 9420.0598 |
Max Trade Drawdown | -6085731 | -52099 | -6155974 | -405797679 | -304334242 | -247011835 |
Profit Factor | 0.1089 | 3.1097 | 0.0479 | 1.4342 | 0.4692 | 2.8094 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 47 | 24 | 23 | 25 | 13 | 12 |
Losing Trades | 13 | 6 | 7 | 35 | 17 | 18 |
Profitability (%) | 78.3333 | 80 | 76.6667 | 41.6667 | 43.3333 | 40 |
Ratio Avg Win / Avg Loss | 0.0301 | 0.7774 | 0.0146 | 2.0079 | 0.6136 | 4.2141 |
Largest Winning Trade | 89828 | 89828 | 39538 | 458179073 | 59455154 | 458179073 |
Largest Losing Trade | -6083011 | -41223 | -6083011 | -101072569 | -101072569 | -51461605 |
Avg Bars in Trades | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Winners | 40 | 49 | 30 | 96 | 105 | 87 |
Avg Bars in Losers | 180 | 187 | 174 | 51 | 55 | 48 |
Bars Traded | 4233 | 2310 | 1922 | 4233 | 2310 | 1922 |
Profit Streak | 136.0987 | 136.0987 | 242.5987 | 136.0987 | 136.0987 | 356.0987 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -749221 | -190298 | -576396 | -164288 | -582457 | 442951 |
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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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