Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5367245.589 | 296084.7523 | -5663330.3413 | 64854551.8149 | -74750418.1327 | 139604969.9476 |
Total P&L (%) | -5367.2456 | 296.0848 | -5663.3303 | 64854.5518 | -74750.4181 | 139604.9699 |
Avg Daily Profit (%) | -2.3749 | 0.131 | -2.5059 | 0.287 | 0 | 0.321 |
Buy And Hold Return (%) | 10446.1175 | 10446.1175 | 10446.1175 | 10446.1175 | 10446.1175 | 10446.1175 |
Max Trade Drawdown | -5680864 | -91448 | -5760751 | -157061342 | -105413259 | -89992907 |
Profit Factor | 0.1217 | 2.6052 | 0.0444 | 1.2183 | 0.5727 | 2.1424 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 15 | 19 | 34 | 18 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 15 | 17 |
Profitability (%) | 51.5152 | 45.4545 | 57.5758 | 51.5152 | 54.5455 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.1145 | 3.1262 | 0.0327 | 1.1466 | 0.4773 | 2.2763 |
Largest Winning Trade | 105805 | 105805 | 42657 | 169330945 | 24342131 | 169330945 |
Largest Losing Trade | -5679353 | -34852 | -5679353 | -59062668 | -59062668 | -34675886 |
Avg Bars in Trades | 63 | 72 | 54 | 63 | 72 | 54 |
Avg Bars in Winners | 52 | 69 | 38 | 66 | 74 | 58 |
Avg Bars in Losers | 75 | 75 | 75 | 59 | 70 | 50 |
Bars Traded | 4189 | 2400 | 1789 | 4189 | 2400 | 1789 |
Profit Streak | 90.5899 | 90.5899 | 223.5899 | 90.5899 | 90.5899 | 337.0899 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708121 | -180168 | -578846 | -119505 | -579654 | 500291 |
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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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