Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9048076.6725 | 187258.6184 | -9235335.2908 | 378628515.9862 | -317337262.9606 | 695965778.9467 |
Total P&L (%) | -9048.0767 | 187.2586 | -9235.3353 | 378628.516 | -317337.263 | 695965.7789 |
Avg Daily Profit (%) | -3.9895 | 0.0826 | -4.072 | 0.364 | 0 | 0.3909 |
Buy And Hold Return (%) | 11275.7225 | 11275.7225 | 11275.7225 | 11275.7225 | 11275.7225 | 11275.7225 |
Max Trade Drawdown | -9250623 | -54315 | -9297236 | -381751489 | -419693016 | -200839368 |
Profit Factor | 0.0659 | 2.2856 | 0.032 | 1.4735 | 0.3759 | 3.39 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 77 | 38 | 39 | 33 | 17 | 16 |
Losing Trades | 22 | 12 | 10 | 66 | 33 | 33 |
Profitability (%) | 77.7778 | 76 | 79.5918 | 33.3333 | 34 | 32.6531 |
Ratio Avg Win / Avg Loss | 0.0188 | 0.7218 | 0.0082 | 2.9469 | 0.7297 | 6.9918 |
Largest Winning Trade | 29964 | 28888 | 29964 | 734605519 | 70106657 | 734605519 |
Largest Losing Trade | -9249122 | -44813 | -9249122 | -186436701 | -186436701 | -35059864 |
Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Winners | 28 | 34 | 22 | 63 | 69 | 56 |
Avg Bars in Losers | 96 | 87 | 107 | 33 | 35 | 31 |
Bars Traded | 4293 | 2355 | 1938 | 4293 | 2355 | 1938 |
Profit Streak | 91.2816 | 92.2816 | 91.2816 | 91.2816 | 92.2816 | 91.2816 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575275 | -422648 | -576286 | 246121 | -766096 | 362192 |
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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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