Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4661773.9592 | 324218.8855 | -4985992.8447 | 154510234.4201 | -61186269.2358 | 215696503.6559 |
Total P&L (%) | -4661.774 | 324.2189 | -4985.9928 | 154510.2344 | -61186.2692 | 215696.5037 |
Avg Daily Profit (%) | -2.0541 | 0.1429 | -2.197 | 0.3241 | 0 | 0.3388 |
Buy And Hold Return (%) | 9663.5037 | 9663.5037 | 9663.5037 | 9663.5037 | 9663.5037 | 9663.5037 |
Max Trade Drawdown | -5014998 | -108487 | -5132798 | -179873735 | -122827781 | -115630115 |
Profit Factor | 0.1598 | 2.5809 | 0.0669 | 1.3194 | 0.7707 | 1.9948 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 53 | 26 | 27 | 59 | 29 | 30 |
Losing Trades | 45 | 23 | 22 | 39 | 20 | 19 |
Profitability (%) | 54.0816 | 53.0612 | 55.102 | 60.2041 | 59.1837 | 61.2245 |
Ratio Avg Win / Avg Loss | 0.1357 | 2.2831 | 0.0545 | 0.8722 | 0.5316 | 1.2634 |
Largest Winning Trade | 104424 | 104424 | 40654 | 197328604 | 28600990 | 197328604 |
Largest Losing Trade | -4998522 | -34195 | -4998522 | -53808458 | -53808458 | -45742339 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 35 | 33 | 36 | 40 | 45 | 36 |
Avg Bars in Losers | 52 | 59 | 46 | 46 | 46 | 47 |
Bars Traded | 4236 | 2240 | 1996 | 4236 | 2240 | 1996 |
Profit Streak | 66.4427 | 100.4427 | 66.4427 | 66.4427 | 100.4427 | 66.4427 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578604 | -161334 | -579461 | 381639 | -578134 | 504484 |
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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) |
---|