Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8845355.4339 | 139631.0643 | -8984986.4982 | 120477581.6175 | -109088293.8462 | 229565875.4637 |
Total P&L (%) | -8845.3554 | 139.6311 | -8984.9865 | 120477.5816 | -109088.2938 | 229565.8755 |
Avg Daily Profit (%) | -3.9182 | 0.0619 | -3.9801 | 0.3148 | 0 | 0.3434 |
Buy And Hold Return (%) | 9420.0598 | 9420.0598 | 9420.0598 | 9420.0598 | 9420.0598 | 9420.0598 |
Max Trade Drawdown | -8964633 | -64102 | -9035891 | -153117527 | -143489226 | -93978783 |
Profit Factor | 0.0588 | 1.8983 | 0.0279 | 1.3375 | 0.5066 | 2.6889 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 55 | 28 | 27 | 23 | 12 | 11 |
Losing Trades | 11 | 5 | 6 | 43 | 21 | 22 |
Profitability (%) | 83.3333 | 84.8485 | 81.8182 | 34.8485 | 36.3636 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0118 | 0.339 | 0.0062 | 2.5005 | 0.8865 | 5.3778 |
Largest Winning Trade | 30532 | 25602 | 30532 | 282470990 | 43249776 | 282470990 |
Largest Losing Trade | -8957046 | -43189 | -8957046 | -64253416 | -64253416 | -15830956 |
Avg Bars in Trades | 64 | 69 | 58 | 64 | 69 | 58 |
Avg Bars in Winners | 36 | 43 | 28 | 101 | 110 | 92 |
Avg Bars in Losers | 204 | 217 | 194 | 44 | 46 | 41 |
Bars Traded | 4235 | 2309 | 1926 | 4235 | 2309 | 1926 |
Profit Streak | 122.3983 | 122.3983 | 226.3983 | 122.3983 | 122.3983 | 341.3983 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -703678 | -269994 | -575763 | -122841 | -585147 | 332305 |
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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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