Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3932227.7602 | 8531.4614 | -3940759.2215 | 286097583.4633 | -11037933.7285 | 297135517.1918 |
Total P&L (%) | -3932.2278 | 8.5315 | -3940.7592 | 286097.5835 | -11037.9337 | 297135.5172 |
Avg Daily Profit (%) | -2.1855 | 0.0047 | -2.1902 | 0.4433 | 0 | 0.4455 |
Buy And Hold Return (%) | 336.9697 | 336.9697 | 336.9697 | 336.9697 | 336.9697 | 336.9697 |
Max Trade Drawdown | -4246803 | -47259 | -3390702 | -196540551 | -76158703 | -163920181 |
Profit Factor | 0.1283 | 1.0987 | 0.1094 | 1.6888 | 0.8956 | 1.9596 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 29 | 20 | 9 | 29 | 20 | 9 |
Profitability (%) | 63.2911 | 50 | 76.9231 | 63.2911 | 50 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.0744 | 1.0987 | 0.0328 | 0.9795 | 0.8956 | 0.5879 |
Largest Winning Trade | 52873 | 15439 | 52873 | 56550991 | 22476372 | 56550991 |
Largest Losing Trade | -3390702 | -14117 | -3390702 | -154095652 | -22230075 | -154095652 |
Avg Bars in Trades | 86 | 5 | 170 | 86 | 5 | 170 |
Avg Bars in Winners | 65 | 3 | 107 | 76 | 2 | 125 |
Avg Bars in Losers | 123 | 7 | 382 | 105 | 7 | 323 |
Bars Traded | 6867 | 202 | 6664 | 6867 | 202 | 6664 |
Profit Streak | 252.5132 | 252.5132 | 292.5132 | 252.5132 | 252.5132 | 292.5132 |
Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608507 | -462504 | -575812 | -17189 | -579050 | 577645 |
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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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