Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9516319.3206 | 370338.1667 | -9886657.4874 | 3799576136.8124 | -548958027.9064 | 4348534164.7188 |
Total P&L (%) | -9516.3193 | 370.3382 | -9886.6575 | 3799576.1368 | -548958.0279 | 4348534.1647 |
Avg Daily Profit (%) | -4.2126 | 0.1639 | -4.3766 | 0.4679 | 0 | 0.4739 |
Buy And Hold Return (%) | 9699.1853 | 9699.1853 | 9699.1853 | 9699.1853 | 9699.1853 | 9699.1853 |
Max Trade Drawdown | -10004829 | -43626 | -10004829 | -2025051056 | -1810448262 | -921963413 |
Profit Factor | 0.0843 | 3.7792 | 0.0363 | 2.0057 | 0.7893 | 4.7098 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 69 | 34 | 35 | 39 | 19 | 20 |
Losing Trades | 28 | 15 | 13 | 58 | 30 | 28 |
Profitability (%) | 71.134 | 69.3878 | 72.9167 | 40.2062 | 38.7755 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.0342 | 1.6673 | 0.0135 | 2.9828 | 1.2463 | 6.5937 |
Largest Winning Trade | 102763 | 102763 | 41057 | 4446884709 | 1213211577 | 4446884709 |
Largest Losing Trade | -10004829 | -34990 | -10004829 | -1057532265 | -1057532265 | -279139509 |
Avg Bars in Trades | 43 | 47 | 40 | 43 | 47 | 40 |
Avg Bars in Winners | 30 | 33 | 27 | 58 | 66 | 50 |
Avg Bars in Losers | 77 | 80 | 74 | 34 | 35 | 33 |
Bars Traded | 4266 | 2330 | 1936 | 4266 | 2330 | 1936 |
Profit Streak | 122.9506 | 122.9506 | 238.9506 | 122.9506 | 122.9506 | 341.9506 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576543 | -148390 | -576746 | 415692 | -582814 | 581497 |
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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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