Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8032180.9185 | 178630.5081 | -8210811.4265 | 167488776.8264 | -168462459.4451 | 335951236.2715 |
Total P&L (%) | -8032.1809 | 178.6305 | -8210.8114 | 167488.7768 | -168462.4594 | 335951.2363 |
Avg Daily Profit (%) | -3.5501 | 0.079 | -3.6291 | 0.3287 | 0 | 0.3595 |
Buy And Hold Return (%) | 11596.631 | 11596.631 | 11596.631 | 11596.631 | 11596.631 | 11596.631 |
Max Trade Drawdown | -8188871 | -61147 | -8274603 | -327982301 | -225178899 | -177590268 |
Profit Factor | 0.0719 | 2.1613 | 0.0341 | 1.3109 | 0.4681 | 2.5133 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 73 | 35 | 38 | 37 | 21 | 16 |
Losing Trades | 20 | 12 | 8 | 56 | 26 | 30 |
Profitability (%) | 78.4946 | 74.4681 | 82.6087 | 39.7849 | 44.6809 | 34.7826 |
Ratio Avg Win / Avg Loss | 0.0197 | 0.741 | 0.0072 | 1.9841 | 0.5795 | 4.7124 |
Largest Winning Trade | 44657 | 44657 | 32453 | 309420351 | 41956510 | 309420351 |
Largest Losing Trade | -8187820 | -43023 | -8187820 | -74714706 | -74714706 | -28251630 |
Avg Bars in Trades | 46 | 50 | 41 | 46 | 50 | 41 |
Avg Bars in Winners | 24 | 29 | 18 | 64 | 64 | 65 |
Avg Bars in Losers | 126 | 110 | 151 | 33 | 39 | 29 |
Bars Traded | 4286 | 2361 | 1925 | 4286 | 2361 | 1925 |
Profit Streak | 127.5978 | 127.5978 | 234.0978 | 127.5978 | 127.5978 | 348.0978 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575106 | -247375 | -575206 | 292568 | -581414 | 349598 |
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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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