Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5751112.2237 | 378152.2434 | -6129264.4671 | 1941651653.4671 | -161087499.514 | 2102739152.9811 |
Total P&L (%) | -5751.1122 | 378.1522 | -6129.2645 | 1941651.6535 | -161087.4995 | 2102739.153 |
Avg Daily Profit (%) | -2.5095 | 0.165 | -2.6745 | 0.4318 | 0 | 0.4353 |
Buy And Hold Return (%) | 7732.9622 | 7732.9622 | 7732.9622 | 7732.9622 | 7732.9622 | 7732.9622 |
Max Trade Drawdown | -6215714 | -69197 | -6273498 | -933980851 | -837862764 | -406612676 |
Profit Factor | 0.1302 | 3.8964 | 0.0544 | 2.1395 | 0.8622 | 4.9301 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 46 | 24 | 22 | 30 | 15 | 15 |
Losing Trades | 17 | 7 | 10 | 33 | 16 | 17 |
Profitability (%) | 73.0159 | 77.4194 | 68.75 | 47.619 | 48.3871 | 46.875 |
Ratio Avg Win / Avg Loss | 0.0481 | 1.1364 | 0.0247 | 2.3535 | 0.9197 | 5.5875 |
Largest Winning Trade | 71069 | 71069 | 37360 | 1795653441 | 645824741 | 1795653441 |
Largest Losing Trade | -6215714 | -33046 | -6215714 | -327793266 | -327793266 | -108989141 |
Avg Bars in Trades | 138 | 148 | 128 | 138 | 148 | 128 |
Avg Bars in Winners | 105 | 111 | 99 | 158 | 161 | 154 |
Avg Bars in Losers | 227 | 276 | 192 | 120 | 137 | 105 |
Bars Traded | 8733 | 4618 | 4115 | 8733 | 4618 | 4115 |
Profit Streak | 155.5765 | 155.5765 | 264.3265 | 155.5765 | 155.5765 | 264.3265 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -727441 | -148490 | -577409 | -136485 | -580869 | 630532 |
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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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