Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5408159.3209 | 246249.8116 | -5654409.1325 | 124893280.0729 | -41063094.1717 | 165956374.2446 |
Total P&L (%) | -5408.1593 | 246.2498 | -5654.4091 | 124893.2801 | -41063.0942 | 165956.3742 |
Avg Daily Profit (%) | -2.3814 | 0.1084 | -2.4898 | 0.3145 | 0 | 0.327 |
Buy And Hold Return (%) | 10044.7481 | 10044.7481 | 10044.7481 | 10044.7481 | 10044.7481 | 10044.7481 |
Max Trade Drawdown | -5632564 | -70631 | -5743507 | -140548364 | -83669614 | -93796267 |
Profit Factor | 0.1202 | 2.5316 | 0.0555 | 1.3903 | 0.7614 | 2.122 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 22 | 25 | 45 | 25 | 20 |
Losing Trades | 37 | 20 | 17 | 39 | 17 | 22 |
Profitability (%) | 55.9524 | 52.381 | 59.5238 | 53.5714 | 59.5238 | 47.619 |
Ratio Avg Win / Avg Loss | 0.0946 | 2.3014 | 0.0377 | 1.2049 | 0.5178 | 2.3342 |
Largest Winning Trade | 63635 | 63635 | 37371 | 160855976 | 17956716 | 160855976 |
Largest Losing Trade | -5614151 | -29101 | -5614151 | -38616506 | -38616506 | -23292828 |
Avg Bars in Trades | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Winners | 39 | 39 | 40 | 49 | 47 | 52 |
Avg Bars in Losers | 57 | 55 | 60 | 45 | 46 | 44 |
Bars Traded | 4011 | 1970 | 2041 | 4011 | 1970 | 2041 |
Profit Streak | 67.9185 | 134.9185 | 0 | 67.9185 | 134.9185 | 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 | -579223 | -207869 | -579500 | 392320 | -578540 | 441958 |
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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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