Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2317907.0224 | 240371.7399 | -2558278.7623 | -137652505.6626 | 221776804.1642 | -359429309.8268 |
Total P&L (%) | -2317.907 | 240.3717 | -2558.2788 | -137652.5057 | 221776.8042 | -359429.3098 |
Avg Daily Profit (%) | -1.0252 | 0.1063 | -1.1315 | 0 | 0.3413 | 0 |
Buy And Hold Return (%) | 10148.4179 | 10148.4179 | 10148.4179 | 10148.4179 | 10148.4179 | 10148.4179 |
Max Trade Drawdown | -2570109 | -79162 | -2636443 | -615193382 | -63721422 | -625805129 |
Profit Factor | 0.2393 | 2.3758 | 0.1093 | 0.8273 | 2.4836 | 0.4448 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 42 | 20 | 22 | 40 | 18 | 22 |
Losing Trades | 27 | 14 | 13 | 29 | 16 | 13 |
Profitability (%) | 60.8696 | 58.8235 | 62.8571 | 57.971 | 52.9412 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.1538 | 1.663 | 0.0646 | 0.5998 | 2.2076 | 0.2628 |
Largest Winning Trade | 96611 | 96611 | 40992 | 87467355 | 87467355 | 63079133 |
Largest Losing Trade | -2150201 | -54766 | -2150201 | -278414205 | -44990130 | -278414205 |
Avg Bars in Trades | 93 | 97 | 89 | 93 | 97 | 89 |
Avg Bars in Winners | 78 | 89 | 69 | 86 | 111 | 66 |
Avg Bars in Losers | 116 | 108 | 124 | 102 | 80 | 129 |
Bars Traded | 6450 | 3304 | 3146 | 6450 | 3304 | 3146 |
Profit Streak | 126.8464 | 132.1798 | 126.8464 | 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 | -683983 | -210223 | -578161 | -685744 | 516358 | -579121 |
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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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