Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7386313.3841 | 259132.7207 | -7645446.1048 | 137411801.6699 | -92282740.8787 | 229694542.5486 |
Total P&L (%) | -7386.3134 | 259.1327 | -7645.4461 | 137411.8017 | -92282.7409 | 229694.5425 |
Avg Daily Profit (%) | -3.2532 | 0.1141 | -3.3673 | 0.3188 | 0 | 0.3415 |
Buy And Hold Return (%) | 9968.2344 | 9968.2344 | 9968.2344 | 9968.2344 | 9968.2344 | 9968.2344 |
Max Trade Drawdown | -7706670 | -62960 | -7730021 | -194568971 | -139047660 | -64576552 |
Profit Factor | 0.0859 | 2.6267 | 0.0349 | 1.4932 | 0.5256 | 3.7303 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 17 | 21 | 36 | 19 | 17 |
Losing Trades | 30 | 17 | 13 | 32 | 15 | 17 |
Profitability (%) | 55.8824 | 50 | 61.7647 | 52.9412 | 55.8824 | 50 |
Ratio Avg Win / Avg Loss | 0.0679 | 2.6267 | 0.0216 | 1.3273 | 0.4149 | 3.7303 |
Largest Winning Trade | 105935 | 105935 | 39857 | 265814747 | 42780895 | 265814747 |
Largest Losing Trade | -7669895 | -36142 | -7669895 | -87017016 | -87017016 | -16501888 |
Avg Bars in Trades | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Winners | 56 | 63 | 50 | 57 | 67 | 46 |
Avg Bars in Losers | 68 | 65 | 72 | 66 | 60 | 71 |
Bars Traded | 4193 | 2189 | 2004 | 4193 | 2189 | 2004 |
Profit Streak | 122.995 | 122.995 | 239.995 | 122.995 | 122.995 | 492.995 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692556 | -200852 | -578679 | -101842 | -579467 | 627473 |
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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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