Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6636470.772 | 352537.0516 | -6989007.8237 | 655882812.1979 | -291910012.6836 | 947792824.8815 |
Total P&L (%) | -6636.4708 | 352.5371 | -6989.0078 | 655882.8122 | -291910.0127 | 947792.8249 |
Avg Daily Profit (%) | -2.9216 | 0.1552 | -3.0768 | 0.3877 | 0 | 0.4039 |
Buy And Hold Return (%) | 10134.02 | 10134.02 | 10134.02 | 10134.02 | 10134.02 | 10134.02 |
Max Trade Drawdown | -7012444 | -77186 | -7095529 | -708689325 | -532959837 | -255065937 |
Profit Factor | 0.1145 | 2.9271 | 0.0442 | 1.5551 | 0.6542 | 3.8101 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 21 | 23 | 36 | 18 | 18 |
Losing Trades | 32 | 17 | 15 | 40 | 20 | 20 |
Profitability (%) | 57.8947 | 55.2632 | 60.5263 | 47.3684 | 47.3684 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.0833 | 2.3695 | 0.0288 | 1.7279 | 0.7269 | 4.2335 |
Largest Winning Trade | 111302 | 111302 | 45248 | 1061596532 | 217229875 | 1061596532 |
Largest Losing Trade | -7012444 | -38904 | -7012444 | -258640834 | -258640834 | -47154624 |
Avg Bars in Trades | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Winners | 46 | 56 | 38 | 58 | 65 | 50 |
Avg Bars in Losers | 66 | 60 | 73 | 52 | 51 | 53 |
Bars Traded | 4191 | 2207 | 1984 | 4191 | 2207 | 1984 |
Profit Streak | 0 | 0 | 58.5683 | 0 | 0 | 58.5683 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633254 | -152255 | -578839 | -42405 | -581788 | 585123 |
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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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