Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7091362.4369 | 289185.2224 | -7380547.6593 | 345743176.3477 | -260471299.1449 | 606214475.4926 |
Total P&L (%) | -7091.3624 | 289.1852 | -7380.5477 | 345743.1763 | -260471.2991 | 606214.4755 |
Avg Daily Profit (%) | -3.1274 | 0.1275 | -3.2549 | 0.36 | 0 | 0.3849 |
Buy And Hold Return (%) | 11550.0412 | 11550.0412 | 11550.0412 | 11550.0412 | 11550.0412 | 11550.0412 |
Max Trade Drawdown | -7460021 | -49469 | -7474948 | -392081810 | -365029662 | -151354655 |
Profit Factor | 0.0937 | 3.3405 | 0.0416 | 1.5168 | 0.425 | 3.8065 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 23 | 21 | 34 | 20 | 14 |
Losing Trades | 24 | 11 | 13 | 34 | 14 | 20 |
Profitability (%) | 64.7059 | 67.6471 | 61.7647 | 50 | 58.8235 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.0511 | 1.5976 | 0.0258 | 1.5168 | 0.2975 | 5.4379 |
Largest Winning Trade | 64842 | 64842 | 40513 | 616312859 | 76050613 | 616312859 |
Largest Losing Trade | -7429492 | -31327 | -7429492 | -154053547 | -154053547 | -35637833 |
Avg Bars in Trades | 63 | 64 | 61 | 63 | 64 | 61 |
Avg Bars in Winners | 36 | 42 | 31 | 70 | 72 | 68 |
Avg Bars in Losers | 111 | 111 | 110 | 55 | 54 | 56 |
Bars Traded | 4293 | 2199 | 2094 | 4293 | 2199 | 2094 |
Profit Streak | 64.6392 | 129.6392 | 64.6392 | 64.6392 | 129.6392 | 64.6392 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690985 | -178528 | -578711 | -100188 | -578300 | 491324 |
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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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