Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -778542.6268 | 836494.5248 | -1615037.1516 | 10351619963.4624 | -3246142098.8074 | 13597762062.2699 |
Total P&L (%) | -778.5426 | 836.4945 | -1615.0372 | 10351619.9635 | -3246142.0988 | 13597762.0623 |
Avg Daily Profit (%) | -0.3432 | 0.3687 | -0.7119 | 0.5103 | 0 | 0.5224 |
Buy And Hold Return (%) | 10997.8998 | 10997.8998 | 10997.8998 | 10997.8998 | 10997.8998 | 10997.8998 |
Max Trade Drawdown | -1738441 | -55964 | -1737403 | -7519281424 | -6896822247 | -3008978179 |
Profit Factor | 0.6337 | 9.1024 | 0.2013 | 1.6665 | 0.6624 | 3.2985 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 49 | 24 | 25 | 29 | 15 | 14 |
Losing Trades | 21 | 11 | 10 | 41 | 20 | 21 |
Profitability (%) | 70 | 68.5714 | 71.4286 | 41.4286 | 42.8571 | 40 |
Ratio Avg Win / Avg Loss | 0.2716 | 4.1719 | 0.0805 | 2.3561 | 0.8832 | 4.9478 |
Largest Winning Trade | 338735 | 338735 | 41245 | 16457801646 | 3435008203 | 16457801646 |
Largest Losing Trade | -1737403 | -33430 | -1737403 | -3294178033 | -3294178033 | -2079535920 |
Avg Bars in Trades | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Winners | 61 | 70 | 52 | 65 | 75 | 55 |
Avg Bars in Losers | 64 | 48 | 81 | 59 | 55 | 64 |
Bars Traded | 4369 | 2230 | 2139 | 4369 | 2230 | 2139 |
Profit Streak | 0 | 114.0169 | 0 | 0 | 114.0169 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676685 | -144808 | -578009 | -88264 | -583002 | 475236 |
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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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