Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10788624.4827 | 65551.0354 | -10854175.5181 | 369532366.0428 | 101710512.577 | 267821853.4658 |
Total P&L (%) | -10788.6245 | 65.551 | -10854.1755 | 369532.366 | 101710.5126 | 267821.8535 |
Avg Daily Profit (%) | -5.7422 | 0.0349 | -5.7771 | 0.4382 | 0.3693 | 0.421 |
Buy And Hold Return (%) | 6485.0428 | 6485.0428 | 6485.0428 | 6485.0428 | 6485.0428 | 6485.0428 |
Max Trade Drawdown | -10930927 | -48236 | -10943975 | -94152589 | -18067608 | -94152589 |
Profit Factor | 0.044 | 1.6043 | 0.0289 | 2.6003 | 3.7349 | 2.3825 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 20 | 20 | 32 | 16 | 16 |
Losing Trades | 23 | 12 | 11 | 31 | 16 | 15 |
Profitability (%) | 63.4921 | 62.5 | 64.5161 | 50.7937 | 50 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.0253 | 0.9626 | 0.0159 | 2.5191 | 3.7349 | 2.2336 |
Largest Winning Trade | 63561 | 46560 | 63561 | 310567033 | 54225992 | 310567033 |
Largest Losing Trade | -10416867 | -40450 | -10416867 | -94152589 | -9036091 | -94152589 |
Avg Bars in Trades | 163 | 21 | 310 | 163 | 21 | 310 |
Avg Bars in Winners | 70 | 13 | 128 | 152 | 29 | 275 |
Avg Bars in Losers | 325 | 35 | 641 | 175 | 14 | 347 |
Bars Traded | 10318 | 695 | 9623 | 10318 | 695 | 9623 |
Profit Streak | 96.461 | 227.961 | 0 | 96.461 | 227.961 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729469 | -308536 | -578936 | -135304 | 648055 | 526829 |
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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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