Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6030957.5013 | 103606.4151 | -6134563.9164 | 318451628.7619 | 37170496.3029 | 281281132.459 |
Total P&L (%) | -6030.9575 | 103.6064 | -6134.5639 | 318451.6288 | 37170.4963 | 281281.1325 |
Avg Daily Profit (%) | -2.5356 | 0.0436 | -2.5792 | 0.3397 | 0.2492 | 0.3345 |
Buy And Hold Return (%) | 380.5415 | 380.5415 | 380.5415 | 380.5415 | 380.5415 | 380.5415 |
Max Trade Drawdown | -6339352 | -36069 | -6339352 | -74287840 | -26762336 | -73084727 |
Profit Factor | 0.0863 | 2.5236 | 0.0609 | 3.0868 | 1.6136 | 4.0565 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 61 | 27 | 34 | 43 | 19 | 24 |
Losing Trades | 15 | 11 | 4 | 33 | 19 | 14 |
Profitability (%) | 80.2632 | 71.0526 | 89.4737 | 56.5789 | 50 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.0212 | 1.0281 | 0.0072 | 2.369 | 1.6136 | 2.3663 |
Largest Winning Trade | 38454 | 24907 | 38454 | 127128740 | 15704519 | 127128740 |
Largest Losing Trade | -6339352 | -36069 | -6339352 | -17786473 | -17786473 | -16680577 |
Avg Bars in Trades | 58 | 6 | 109 | 58 | 6 | 109 |
Avg Bars in Winners | 33 | 3 | 56 | 43 | 7 | 71 |
Avg Bars in Losers | 159 | 15 | 557 | 77 | 6 | 173 |
Bars Traded | 4415 | 263 | 4152 | 4415 | 263 | 4152 |
Profit Streak | 175.1055 | 175.1055 | 252.1055 | 175.1055 | 175.1055 | 252.1055 |
Trades During Streak | 5 | 2 | 13 | 5 | 2 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628952 | -292815 | -574389 | -36106 | 459837 | 704675 |
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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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