Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5618550.5859 | 243543.2379 | -5862093.8238 | 42663479.0279 | -47855919.273 | 90519398.301 |
Total P&L (%) | -5618.5506 | 243.5432 | -5862.0938 | 42663.479 | -47855.9193 | 90519.3983 |
Avg Daily Profit (%) | -2.4746 | 0.1073 | -2.5819 | 0.2672 | 0 | 0.3004 |
Buy And Hold Return (%) | 9762.5159 | 9762.5159 | 9762.5159 | 9762.5159 | 9762.5159 | 9762.5159 |
Max Trade Drawdown | -5876683 | -89851 | -5965228 | -111476273 | -68763846 | -74753933 |
Profit Factor | 0.1173 | 2.3389 | 0.052 | 1.1499 | 0.6833 | 1.6776 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 52 | 25 | 27 | 54 | 29 | 25 |
Losing Trades | 42 | 22 | 20 | 40 | 18 | 22 |
Profitability (%) | 55.3191 | 53.1915 | 57.4468 | 57.4468 | 61.7021 | 53.1915 |
Ratio Avg Win / Avg Loss | 0.0948 | 2.0582 | 0.0385 | 0.8518 | 0.4241 | 1.4763 |
Largest Winning Trade | 73968 | 73968 | 39450 | 102603641 | 18214881 | 102603641 |
Largest Losing Trade | -5866811 | -35172 | -5866811 | -32762341 | -32762341 | -30293440 |
Avg Bars in Trades | 44 | 47 | 42 | 44 | 47 | 42 |
Avg Bars in Winners | 37 | 39 | 35 | 46 | 49 | 42 |
Avg Bars in Losers | 53 | 55 | 51 | 42 | 43 | 41 |
Bars Traded | 4211 | 2220 | 1991 | 4211 | 2220 | 1991 |
Profit Streak | 67.358 | 101.358 | 67.358 | 67.358 | 101.358 | 67.358 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578456 | -209260 | -579173 | -48022 | -577823 | 432568 |
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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) |
---|