Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9311142.5756 | 56588.6699 | -9367731.2455 | 297959310.4221 | -64576385.2856 | 362535695.7077 |
Total P&L (%) | -9311.1426 | 56.5887 | -9367.7312 | 297959.3104 | -64576.3853 | 362535.6957 |
Avg Daily Profit (%) | -3.9201 | 0.0238 | -3.9439 | 0.3374 | 0 | 0.3457 |
Buy And Hold Return (%) | 436.3465 | 436.3465 | 436.3465 | 436.3465 | 436.3465 | 436.3465 |
Max Trade Drawdown | -9512088 | -44393 | -9512088 | -225518465 | -106654538 | -209800147 |
Profit Factor | 0.0607 | 1.4314 | 0.0423 | 1.4326 | 0.749 | 1.8401 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 104 | 46 | 58 | 52 | 27 | 25 |
Losing Trades | 25 | 19 | 6 | 77 | 38 | 39 |
Profitability (%) | 80.6202 | 70.7692 | 90.625 | 40.3101 | 41.5385 | 39.0625 |
Ratio Avg Win / Avg Loss | 0.0146 | 0.5912 | 0.0044 | 2.1213 | 1.0542 | 2.8706 |
Largest Winning Trade | 33684 | 20334 | 33684 | 463509062 | 49320319 | 463509062 |
Largest Losing Trade | -9512088 | -41703 | -9512088 | -188943201 | -66949119 | -188943201 |
Avg Bars in Trades | 65 | 15 | 115 | 65 | 15 | 115 |
Avg Bars in Winners | 38 | 6 | 64 | 66 | 17 | 118 |
Avg Bars in Losers | 175 | 38 | 608 | 64 | 13 | 113 |
Bars Traded | 8396 | 1007 | 7389 | 8396 | 1007 | 7389 |
Profit Streak | 168.6839 | 168.6839 | 249.6839 | 168.6839 | 168.6839 | 249.6839 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575241 | -455728 | -713568 | 315293 | -713501 | -129469 |
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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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