Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -16049429.781 | 51961.9864 | -16101391.7674 | 470272494.8915 | 86305918.991 | 383966575.9005 |
Total P&L (%) | -16049.4298 | 51.962 | -16101.3918 | 470272.4949 | 86305.919 | 383966.5759 |
Avg Daily Profit (%) | -6.7619 | 0.0219 | -6.7838 | 0.3569 | 0.2853 | 0.3483 |
Buy And Hold Return (%) | 606.5164 | 606.5164 | 606.5164 | 606.5164 | 606.5164 | 606.5164 |
Max Trade Drawdown | -16280084 | -32078 | -16250246 | -270388882 | -36309197 | -283525717 |
Profit Factor | 0.033 | 2.0385 | 0.027 | 1.8049 | 2.7812 | 1.7166 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 52 | 24 | 28 | 30 | 17 | 13 |
Losing Trades | 19 | 12 | 7 | 41 | 19 | 22 |
Profitability (%) | 73.2394 | 66.6667 | 80 | 42.2535 | 47.2222 | 37.1429 |
Ratio Avg Win / Avg Loss | 0.0121 | 1.0192 | 0.0067 | 2.4666 | 3.1084 | 2.905 |
Largest Winning Trade | 47825 | 11933 | 47825 | 510762473 | 36958116 | 510762473 |
Largest Losing Trade | -16237850 | -27219 | -16237850 | -253948442 | -8199969 | -253948442 |
Avg Bars in Trades | 174 | 4 | 350 | 174 | 4 | 350 |
Avg Bars in Winners | 118 | 3 | 217 | 142 | 3 | 324 |
Avg Bars in Losers | 328 | 5 | 881 | 198 | 4 | 365 |
Bars Traded | 12418 | 148 | 12271 | 12418 | 148 | 12271 |
Profit Streak | 292.855 | 460.355 | 292.855 | 292.855 | 460.355 | 292.855 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667374 | -322802 | -575930 | -80096 | 527805 | 306620 |
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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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