Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10196056.0584 | 147297.2066 | -10343353.265 | 59099255.637 | -17509456.0139 | 76608711.6509 |
Total P&L (%) | -10196.0561 | 147.2972 | -10343.3533 | 59099.2556 | -17509.456 | 76608.7117 |
Avg Daily Profit (%) | -4.5115 | 0.0652 | -4.5767 | 0.2829 | 0 | 0.2944 |
Buy And Hold Return (%) | 9067.6301 | 9067.6301 | 9067.6301 | 9067.6301 | 9067.6301 | 9067.6301 |
Max Trade Drawdown | -10376020 | -57342 | -10426476 | -110672403 | -55933138 | -91596284 |
Profit Factor | 0.0532 | 2.0452 | 0.0268 | 1.2644 | 0.8303 | 1.6365 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 51 | 25 | 26 | 25 | 12 | 13 |
Losing Trades | 15 | 8 | 7 | 41 | 21 | 20 |
Profitability (%) | 77.2727 | 75.7576 | 78.7879 | 37.8788 | 36.3636 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0157 | 0.6545 | 0.0072 | 2.0736 | 1.453 | 2.5177 |
Largest Winning Trade | 40192 | 40192 | 30967 | 89617199 | 22713795 | 89617199 |
Largest Losing Trade | -10345793 | -38664 | -10345793 | -22660058 | -12704307 | -22660058 |
Avg Bars in Trades | 63 | 70 | 57 | 63 | 70 | 57 |
Avg Bars in Winners | 32 | 37 | 27 | 82 | 92 | 74 |
Avg Bars in Losers | 168 | 170 | 166 | 52 | 57 | 46 |
Bars Traded | 4204 | 2316 | 1888 | 4204 | 2316 | 1888 |
Profit Streak | 123.5899 | 123.5899 | 227.0899 | 123.5899 | 123.5899 | 342.5899 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -704287 | -265907 | -575714 | -122634 | -583087 | 329663 |
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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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