Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7133579.754 | 66822.4759 | -7200402.2299 | 185455776.4325 | 48941388.9993 | 136514387.4332 |
Total P&L (%) | -7133.5798 | 66.8225 | -7200.4022 | 185455.7764 | 48941.389 | 136514.3874 |
Avg Daily Profit (%) | -3.0055 | 0.0282 | -3.0337 | 0.3176 | 0.2614 | 0.3046 |
Buy And Hold Return (%) | 563.6967 | 563.6967 | 563.6967 | 563.6967 | 563.6967 | 563.6967 |
Max Trade Drawdown | -7350206 | -23410 | -7340721 | -63075082 | -9092579 | -57858528 |
Profit Factor | 0.0661 | 2.0657 | 0.0495 | 2.4695 | 2.8396 | 2.3706 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 46 | 22 | 24 | 32 | 16 | 16 |
Losing Trades | 15 | 9 | 6 | 29 | 15 | 14 |
Profitability (%) | 75.4098 | 70.9677 | 80 | 52.459 | 51.6129 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.0215 | 0.845 | 0.0124 | 2.238 | 2.6621 | 2.0743 |
Largest Winning Trade | 38458 | 12332 | 38458 | 107450466 | 18853218 | 107450466 |
Largest Losing Trade | -7333177 | -23410 | -7333177 | -28238031 | -5110300 | -28238031 |
Avg Bars in Trades | 71 | 5 | 140 | 71 | 5 | 140 |
Avg Bars in Winners | 42 | 4 | 77 | 61 | 5 | 117 |
Avg Bars in Losers | 163 | 9 | 393 | 83 | 5 | 167 |
Bars Traded | 4391 | 175 | 4216 | 4391 | 175 | 4216 |
Profit Streak | 12.8059 | 209.8059 | 12.8059 | 12.8059 | 209.8059 | 12.8059 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -741977 | -315505 | -576325 | -150425 | 571110 | 519966 |
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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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