Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1805554.9059 | 325527.5744 | -2131082.4803 | -242762678.5433 | 198285707.0577 | -441048385.601 |
Total P&L (%) | -1805.5549 | 325.5276 | -2131.0825 | -242762.6785 | 198285.7071 | -441048.3856 |
Avg Daily Profit (%) | -0.7885 | 0.1422 | -0.9306 | 0 | 0.3321 | 0 |
Buy And Hold Return (%) | 7348.3958 | 7348.3958 | 7348.3958 | 7348.3958 | 7348.3958 | 7348.3958 |
Max Trade Drawdown | -2196415 | -70326 | -2274768 | -626534771 | -109422816 | -689156778 |
Profit Factor | 0.3403 | 3.0238 | 0.1727 | 0.7743 | 1.9308 | 0.4887 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 26 | 25 | 52 | 28 | 24 |
Losing Trades | 35 | 17 | 18 | 34 | 15 | 19 |
Profitability (%) | 59.3023 | 60.4651 | 58.1395 | 60.4651 | 65.1163 | 55.814 |
Ratio Avg Win / Avg Loss | 0.2335 | 1.9771 | 0.1243 | 0.5063 | 1.0343 | 0.3869 |
Largest Winning Trade | 99856 | 99856 | 39095 | 89865197 | 89865197 | 49686039 |
Largest Losing Trade | -1743834 | -32961 | -1743834 | -464815329 | -67618746 | -464815329 |
Avg Bars in Trades | 100 | 96 | 104 | 100 | 96 | 104 |
Avg Bars in Winners | 88 | 88 | 89 | 90 | 92 | 88 |
Avg Bars in Losers | 117 | 109 | 125 | 115 | 103 | 124 |
Bars Traded | 8637 | 4149 | 4488 | 8637 | 4149 | 4488 |
Profit Streak | 147.3127 | 147.3127 | 148.3127 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577960 | -160902 | -578709 | -578913 | 494381 | -579973 |
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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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