Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7345430.968 | 65570.1311 | -7411001.0992 | 124241915.7145 | -28603361.1536 | 152845276.8681 |
Total P&L (%) | -7345.431 | 65.5701 | -7411.0011 | 124241.9157 | -28603.3612 | 152845.2769 |
Avg Daily Profit (%) | -3.0928 | 0.0276 | -3.1204 | 0.3005 | 0 | 0.3092 |
Buy And Hold Return (%) | 474.9469 | 474.9469 | 474.9469 | 474.9469 | 474.9469 | 474.9469 |
Max Trade Drawdown | -7514202 | -69766 | -7514202 | -148703628 | -92895986 | -157217045 |
Profit Factor | 0.0704 | 1.4465 | 0.0443 | 1.2809 | 0.8598 | 1.6415 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 60 | 30 | 30 | 34 | 18 | 16 |
Losing Trades | 23 | 12 | 11 | 49 | 24 | 25 |
Profitability (%) | 72.2892 | 71.4286 | 73.1707 | 40.9639 | 42.8571 | 39.0244 |
Ratio Avg Win / Avg Loss | 0.027 | 0.5786 | 0.0163 | 1.846 | 1.1464 | 2.5648 |
Largest Winning Trade | 37538 | 32801 | 37538 | 275005330 | 48519201 | 275005330 |
Largest Losing Trade | -7514202 | -48777 | -7514202 | -91304519 | -91304519 | -53935504 |
Avg Bars in Trades | 158 | 60 | 259 | 158 | 60 | 259 |
Avg Bars in Winners | 105 | 31 | 179 | 166 | 72 | 273 |
Avg Bars in Losers | 297 | 131 | 479 | 153 | 51 | 251 |
Bars Traded | 13178 | 2522 | 10657 | 13178 | 2522 | 10657 |
Profit Streak | 104.8028 | 105.1361 | 104.8028 | 104.8028 | 105.1361 | 104.8028 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577533 | -318681 | -577177 | 235369 | -580887 | 302694 |
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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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