Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5799944.5469 | 301413.537 | -6101358.0839 | 102062196.496 | -85248422.3943 | 187310618.8903 |
Total P&L (%) | -5799.9445 | 301.4135 | -6101.3581 | 102062.1965 | -85248.4224 | 187310.6189 |
Avg Daily Profit (%) | -2.5607 | 0.1331 | -2.6938 | 0.3064 | 0 | 0.3333 |
Buy And Hold Return (%) | 11543.7339 | 11543.7339 | 11543.7339 | 11543.7339 | 11543.7339 | 11543.7339 |
Max Trade Drawdown | -6116683 | -75324 | -6173509 | -170493967 | -120477948 | -79763587 |
Profit Factor | 0.1097 | 2.9321 | 0.0404 | 1.3518 | 0.5338 | 2.7459 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 16 | 17 | 27 | 13 | 14 |
Losing Trades | 25 | 13 | 12 | 31 | 16 | 15 |
Profitability (%) | 56.8966 | 55.1724 | 58.6207 | 46.5517 | 44.8276 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.0831 | 2.3823 | 0.0285 | 1.552 | 0.657 | 2.9421 |
Largest Winning Trade | 103427 | 103427 | 41440 | 212354302 | 30412456 | 212354302 |
Largest Losing Trade | -6116683 | -32399 | -6116683 | -65682696 | -65682696 | -19897786 |
Avg Bars in Trades | 72 | 82 | 62 | 72 | 82 | 62 |
Avg Bars in Winners | 55 | 67 | 43 | 81 | 99 | 65 |
Avg Bars in Losers | 94 | 100 | 88 | 64 | 68 | 59 |
Bars Traded | 4190 | 2388 | 1802 | 4190 | 2388 | 1802 |
Profit Streak | 95.5182 | 95.5182 | 229.5182 | 95.5182 | 95.5182 | 342.0182 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758424 | -174378 | -578742 | -169423 | -582285 | 541971 |
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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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