Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2585012.0338 | 5305.7904 | -2590317.8243 | -147416.476 | 66224738.6545 | -66372155.1306 |
Total P&L (%) | -2585.012 | 5.3058 | -2590.3178 | -147.4165 | 66224.7387 | -66372.1551 |
Avg Daily Profit (%) | -1.2655 | 0.0026 | -1.2681 | 0 | 0.3186 | 0 |
Buy And Hold Return (%) | 2708.8353 | 2708.8353 | 2708.8353 | 2708.8353 | 2708.8353 | 2708.8353 |
Max Trade Drawdown | -2753298 | -162310 | -2686185 | -110277218 | -24427281 | -107669843 |
Profit Factor | 0.2181 | 1.0143 | 0.1177 | 0.999 | 3.079 | 0.3925 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 48 | 22 | 26 | 32 | 15 | 17 |
Losing Trades | 23 | 13 | 10 | 39 | 20 | 19 |
Profitability (%) | 67.6056 | 62.8571 | 72.2222 | 45.0704 | 42.8571 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.1045 | 0.5994 | 0.0453 | 1.2175 | 4.1053 | 0.4387 |
Largest Winning Trade | 48429 | 48429 | 33684 | 73064020 | 73064020 | 34563913 |
Largest Losing Trade | -1541399 | -74016 | -1541399 | -55410843 | -10333689 | -55410843 |
Avg Bars in Trades | 168 | 185 | 152 | 168 | 185 | 152 |
Avg Bars in Winners | 77 | 89 | 66 | 163 | 200 | 131 |
Avg Bars in Losers | 360 | 348 | 375 | 173 | 174 | 171 |
Bars Traded | 11990 | 6495 | 5495 | 11990 | 6495 | 5495 |
Profit Streak | 0 | 404.3763 | 0 | 327.043 | 0 | 331.2096 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669495 | -558553 | -577899 | -671718 | 437266 | -581273 |
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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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