Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8584702.4019 | 299483.5149 | -8884185.9168 | 265071535.4795 | -204578552.4877 | 469650087.9672 |
Total P&L (%) | -8584.7024 | 299.4835 | -8884.1859 | 265071.5355 | -204578.5525 | 469650.088 |
Avg Daily Profit (%) | -3.8002 | 0.1326 | -3.9328 | 0.3496 | 0 | 0.375 |
Buy And Hold Return (%) | 10256.0052 | 10256.0052 | 10256.0052 | 10256.0052 | 10256.0052 | 10256.0052 |
Max Trade Drawdown | -9018868 | -53354 | -9025371 | -633871955 | -374475530 | -295739066 |
Profit Factor | 0.0826 | 3.259 | 0.037 | 1.3358 | 0.576 | 2.5301 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 23 | 26 | 35 | 21 | 14 |
Losing Trades | 23 | 13 | 10 | 37 | 15 | 22 |
Profitability (%) | 68.0556 | 63.8889 | 72.2222 | 48.6111 | 58.3333 | 38.8889 |
Ratio Avg Win / Avg Loss | 0.0388 | 1.842 | 0.0142 | 1.4121 | 0.4115 | 3.9759 |
Largest Winning Trade | 114978 | 114978 | 40444 | 523266909 | 123068665 | 523266909 |
Largest Losing Trade | -8989382 | -30411 | -8989382 | -241614187 | -241614187 | -65761164 |
Avg Bars in Trades | 58 | 66 | 49 | 58 | 66 | 49 |
Avg Bars in Winners | 53 | 61 | 46 | 58 | 61 | 53 |
Avg Bars in Losers | 68 | 76 | 58 | 58 | 74 | 47 |
Bars Traded | 4191 | 2402 | 1789 | 4191 | 2402 | 1789 |
Profit Streak | 77.0969 | 117.5969 | 0 | 77.0969 | 117.5969 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661379 | -172439 | -577899 | -74141 | -578347 | 361201 |
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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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