Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3469758.4047 | 17345.9121 | -3487104.3168 | 4725849.1235 | -71506282.8785 | 76232132.002 |
Total P&L (%) | -3469.7584 | 17.3459 | -3487.1043 | 4725.8491 | -71506.2829 | 76232.132 |
Avg Daily Profit (%) | -1.8637 | 0.0093 | -1.873 | 0.2084 | 0 | 0.3572 |
Buy And Hold Return (%) | 9745.1346 | 9745.1346 | 9745.1346 | 9745.1346 | 9745.1346 | 9745.1346 |
Max Trade Drawdown | -3563957 | -85199 | -3549399 | -132447641 | -76704827 | -79489326 |
Profit Factor | 0.1451 | 1.1148 | 0.1076 | 1.0234 | 0.2877 | 1.7494 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 66 | 30 | 36 | 58 | 27 | 31 |
Losing Trades | 31 | 19 | 12 | 39 | 22 | 17 |
Profitability (%) | 68.0412 | 61.2245 | 75 | 59.7938 | 55.102 | 64.5833 |
Ratio Avg Win / Avg Loss | 0.0682 | 0.706 | 0.0359 | 0.6881 | 0.2344 | 0.9594 |
Largest Winning Trade | 39681 | 38941 | 39681 | 41708814 | 8928919 | 41708814 |
Largest Losing Trade | -2613902 | -40807 | -2613902 | -77948926 | -50629712 | -77948926 |
Avg Bars in Trades | 70 | 10 | 131 | 70 | 10 | 131 |
Avg Bars in Winners | 36 | 4 | 63 | 64 | 6 | 114 |
Avg Bars in Losers | 140 | 19 | 333 | 78 | 15 | 161 |
Bars Traded | 6801 | 510 | 6291 | 6801 | 510 | 6291 |
Profit Streak | 100.5772 | 100.5772 | 102.5772 | 100.5772 | 100.5772 | 102.5772 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576944 | -439700 | -576887 | -351654 | -579182 | 448550 |
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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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