Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8797944.276 | 347177.8138 | -9145122.0898 | 334498536.2637 | -297139976.9303 | 631638513.1939 |
Total P&L (%) | -8797.9443 | 347.1778 | -9145.1221 | 334498.5363 | -297139.9769 | 631638.5132 |
Avg Daily Profit (%) | -3.8792 | 0.1531 | -4.0322 | 0.3585 | 0 | 0.3866 |
Buy And Hold Return (%) | 12056.8799 | 12056.8799 | 12056.8799 | 12056.8799 | 12056.8799 | 12056.8799 |
Max Trade Drawdown | -9213499 | -109922 | -9267636 | -585706763 | -404102979 | -345400001 |
Profit Factor | 0.1025 | 2.5328 | 0.045 | 1.2054 | 0.6778 | 1.8941 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 61 | 29 | 32 | 61 | 30 | 31 |
Losing Trades | 53 | 28 | 25 | 53 | 27 | 26 |
Profitability (%) | 53.5088 | 50.8772 | 56.1404 | 53.5088 | 52.6316 | 54.386 |
Ratio Avg Win / Avg Loss | 0.089 | 2.4454 | 0.0352 | 1.0473 | 0.6101 | 1.5886 |
Largest Winning Trade | 90333 | 90333 | 56646 | 568941502 | 61800004 | 568941502 |
Largest Losing Trade | -9213499 | -29396 | -9213499 | -177094844 | -177094844 | -99929457 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 32 | 34 | 29 | 36 | 38 | 35 |
Avg Bars in Losers | 43 | 44 | 41 | 37 | 40 | 35 |
Bars Traded | 4239 | 2232 | 2007 | 4239 | 2232 | 2007 |
Profit Streak | 46.0082 | 98.5082 | 0 | 46.0082 | 98.5082 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579463 | -332712 | -760037 | 367656 | -759533 | -166258 |
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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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