Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6012644.8416 | 371699.4774 | -6384344.319 | 500150381.1328 | -233330063.5078 | 733480444.6406 |
Total P&L (%) | -6012.6448 | 371.6995 | -6384.3443 | 500150.3811 | -233330.0635 | 733480.4446 |
Avg Daily Profit (%) | -2.6522 | 0.164 | -2.8162 | 0.3764 | 0 | 0.3934 |
Buy And Hold Return (%) | 10964.2539 | 10964.2539 | 10964.2539 | 10964.2539 | 10964.2539 | 10964.2539 |
Max Trade Drawdown | -6467913 | -65875 | -6523323 | -628458304 | -462125013 | -341207408 |
Profit Factor | 0.1347 | 3.1609 | 0.0579 | 1.3946 | 0.6966 | 2.4711 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 25 | 24 | 47 | 24 | 23 |
Losing Trades | 40 | 20 | 20 | 42 | 21 | 21 |
Profitability (%) | 55.0562 | 55.5556 | 54.5455 | 52.809 | 53.3333 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.11 | 2.5288 | 0.0482 | 1.2462 | 0.6095 | 2.2562 |
Largest Winning Trade | 104424 | 104424 | 42130 | 599822063 | 117437358 | 599822063 |
Largest Losing Trade | -6462539 | -34062 | -6462539 | -201480159 | -201480159 | -85620042 |
Avg Bars in Trades | 48 | 50 | 45 | 48 | 50 | 45 |
Avg Bars in Winners | 37 | 34 | 40 | 48 | 49 | 47 |
Avg Bars in Losers | 61 | 71 | 51 | 47 | 51 | 44 |
Bars Traded | 4293 | 2279 | 2014 | 4293 | 2279 | 2014 |
Profit Streak | 63.6683 | 129.6683 | 63.6683 | 63.6683 | 129.6683 | 63.6683 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578497 | -150286 | -579571 | 439070 | -578928 | 551238 |
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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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