Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8159091.4053 | 186681.9043 | -8345773.3096 | 268200831.5362 | -205358416.2876 | 473559247.8238 |
Total P&L (%) | -8159.0914 | 186.6819 | -8345.7733 | 268200.8315 | -205358.4163 | 473559.2478 |
Avg Daily Profit (%) | -3.6007 | 0.0824 | -3.683 | 0.349 | 0 | 0.3742 |
Buy And Hold Return (%) | 9715.658 | 9715.658 | 9715.658 | 9715.658 | 9715.658 | 9715.658 |
Max Trade Drawdown | -8352381 | -56593 | -8416722 | -332438213 | -284684424 | -174433849 |
Profit Factor | 0.0715 | 2.3553 | 0.0352 | 1.4581 | 0.409 | 2.9901 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 75 | 36 | 39 | 35 | 19 | 16 |
Losing Trades | 20 | 12 | 8 | 60 | 29 | 31 |
Profitability (%) | 78.9474 | 75 | 82.9787 | 36.8421 | 39.5833 | 34.0426 |
Ratio Avg Win / Avg Loss | 0.0191 | 0.7851 | 0.0072 | 2.4997 | 0.6242 | 5.7932 |
Largest Winning Trade | 44657 | 44657 | 39744 | 473363316 | 61287864 | 473363316 |
Largest Losing Trade | -8345227 | -41661 | -8345227 | -110355587 | -110355587 | -30017623 |
Avg Bars in Trades | 45 | 49 | 41 | 45 | 49 | 41 |
Avg Bars in Winners | 24 | 29 | 19 | 65 | 67 | 63 |
Avg Bars in Losers | 124 | 108 | 148 | 33 | 37 | 29 |
Bars Traded | 4291 | 2360 | 1931 | 4291 | 2360 | 1931 |
Profit Streak | 131.4449 | 131.4449 | 239.9449 | 131.4449 | 131.4449 | 342.4449 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575110 | -242741 | -575546 | 287750 | -583780 | 376435 |
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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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