Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -192336.309 | 576177.866 | -768514.175 | 223340124.1263 | -54919683.4769 | 278259807.6033 |
Total P&L (%) | -192.3363 | 576.1779 | -768.5142 | 223340.1241 | -54919.6835 | 278259.8076 |
Avg Daily Profit (%) | -0.085 | 0.2548 | -0.3398 | 0.3416 | 0 | 0.3513 |
Buy And Hold Return (%) | 9679.7834 | 9679.7834 | 9679.7834 | 9679.7834 | 9679.7834 | 9679.7834 |
Max Trade Drawdown | -853009 | -73454 | -943460 | -135617139 | -142330336 | -48233400 |
Profit Factor | 0.8609 | 4.3498 | 0.3651 | 2.0003 | 0.6687 | 5.8397 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 20 | 25 | 33 | 16 | 17 |
Losing Trades | 28 | 16 | 12 | 40 | 20 | 20 |
Profitability (%) | 61.6438 | 55.5556 | 67.5676 | 45.2055 | 44.4444 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.5356 | 3.4798 | 0.1752 | 2.4246 | 0.8359 | 6.8703 |
Largest Winning Trade | 120831 | 120831 | 64709 | 256733713 | 52836592 | 256733713 |
Largest Losing Trade | -521883 | -40179 | -521883 | -49239096 | -49239096 | -13253532 |
Avg Bars in Trades | 58 | 62 | 55 | 58 | 62 | 55 |
Avg Bars in Winners | 61 | 71 | 54 | 64 | 65 | 62 |
Avg Bars in Losers | 53 | 51 | 57 | 54 | 59 | 49 |
Bars Traded | 4291 | 2242 | 2049 | 4291 | 2242 | 2049 |
Profit Streak | 133.1839 | 133.1839 | 238.1839 | 133.1839 | 133.1839 | 344.6839 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653851 | -148275 | -577117 | -63676 | -581980 | 631958 |
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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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