Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -16029624.9942 | 67323.0846 | -16096948.0788 | 1713583227.6292 | 160865866.112 | 1552717361.5172 |
Total P&L (%) | -16029.625 | 67.3231 | -16096.9481 | 1713583.2276 | 160865.8661 | 1552717.3615 |
Avg Daily Profit (%) | -6.7451 | 0.0283 | -6.7734 | 0.4111 | 0.3112 | 0.4069 |
Buy And Hold Return (%) | 435.339 | 435.339 | 435.339 | 435.339 | 435.339 | 435.339 |
Max Trade Drawdown | -16377014 | -39913 | -16338119 | -481743797 | -58562471 | -481743797 |
Profit Factor | 0.0409 | 1.8979 | 0.0325 | 2.8397 | 2.3305 | 2.9156 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 73 | 33 | 40 | 49 | 27 | 22 |
Losing Trades | 21 | 14 | 7 | 45 | 20 | 25 |
Profitability (%) | 77.6596 | 70.2128 | 85.1064 | 52.1277 | 57.4468 | 46.8085 |
Ratio Avg Win / Avg Loss | 0.0118 | 0.8052 | 0.0057 | 2.6079 | 1.7263 | 3.3132 |
Largest Winning Trade | 43406 | 16215 | 43406 | 792651450 | 68922507 | 792651450 |
Largest Losing Trade | -16315654 | -30812 | -16315654 | -481743797 | -39122637 | -481743797 |
Avg Bars in Trades | 97 | 3 | 191 | 97 | 3 | 191 |
Avg Bars in Winners | 65 | 3 | 116 | 85 | 3 | 185 |
Avg Bars in Losers | 211 | 4 | 625 | 111 | 4 | 197 |
Bars Traded | 9189 | 167 | 9022 | 9189 | 167 | 9022 |
Profit Streak | 187.5739 | 187.5739 | 250.8239 | 187.5739 | 187.5739 | 250.8239 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575252 | -316034 | -574866 | 619212 | 566034 | 563685 |
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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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