Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3070793.7731 | -52074.9531 | -3018718.82 | -153943.7015 | 134923065.4586 | -135077009.1601 |
Total P&L (%) | -3070.7938 | -52.075 | -3018.7188 | -153.9437 | 134923.0655 | -135077.0092 |
Avg Daily Profit (%) | -1.5029 | -0.0255 | -1.4774 | 0 | 0.3534 | 0 |
Buy And Hold Return (%) | 3081.9836 | 3081.9836 | 3081.9836 | 3081.9836 | 3081.9836 | 3081.9836 |
Max Trade Drawdown | -3111603 | -139095 | -3054174 | -193089788 | -30359399 | -198647553 |
Profit Factor | 0.1648 | 0.8524 | 0.0918 | 0.9994 | 3.3245 | 0.3289 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 71 | 34 | 37 | 35 | 18 | 17 |
Losing Trades | 20 | 11 | 9 | 56 | 27 | 29 |
Profitability (%) | 78.022 | 75.5556 | 80.4348 | 38.4615 | 40 | 36.9565 |
Ratio Avg Win / Avg Loss | 0.0464 | 0.2758 | 0.0223 | 1.5991 | 4.9867 | 0.561 |
Largest Winning Trade | 18752 | 17565 | 18752 | 115532171 | 115532171 | 43488558 |
Largest Losing Trade | -1470355 | -77750 | -1470355 | -151675875 | -21170115 | -151675875 |
Avg Bars in Trades | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Winners | 28 | 26 | 29 | 115 | 127 | 102 |
Avg Bars in Losers | 276 | 270 | 283 | 62 | 59 | 65 |
Bars Traded | 7514 | 3891 | 3624 | 7514 | 3891 | 3624 |
Profit Streak | 0 | 410.0227 | 0 | 318.7727 | 0 | 319.7727 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576624 | -576040 | -576773 | -581657 | 427756 | -585189 |
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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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