Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2259161.8262 | 9433.2165 | -2268595.0427 | 9613994.4303 | 71811820.7789 | -62197826.3486 |
Total P&L (%) | -2259.1618 | 9.4332 | -2268.595 | 9613.9944 | 71811.8208 | -62197.8263 |
Avg Daily Profit (%) | -1.106 | 0.0046 | -1.1106 | 0.2243 | 0.3226 | 0 |
Buy And Hold Return (%) | 3805.081 | 3805.081 | 3805.081 | 3805.081 | 3805.081 | 3805.081 |
Max Trade Drawdown | -2477646 | -147940 | -2407060 | -161523894 | -41613844 | -134394656 |
Profit Factor | 0.2359 | 1.0276 | 0.1324 | 1.0458 | 2.2297 | 0.5891 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 41 | 20 | 21 | 33 | 17 | 16 |
Losing Trades | 32 | 17 | 15 | 40 | 20 | 20 |
Profitability (%) | 56.1644 | 54.0541 | 58.3333 | 45.2055 | 45.9459 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.1841 | 0.8735 | 0.0946 | 1.2677 | 2.6232 | 0.7364 |
Largest Winning Trade | 52093 | 49880 | 52093 | 68453459 | 68453459 | 33731941 |
Largest Losing Trade | -1384167 | -62464 | -1384167 | -71075125 | -22112502 | -71075125 |
Avg Bars in Trades | 149 | 70 | 231 | 149 | 70 | 231 |
Avg Bars in Winners | 95 | 57 | 132 | 180 | 93 | 271 |
Avg Bars in Losers | 219 | 86 | 369 | 125 | 51 | 198 |
Bars Traded | 10946 | 2622 | 8324 | 10946 | 2622 | 8324 |
Profit Streak | 441.3604 | 441.3604 | 452.8604 | 441.3604 | 441.3604 | 452.8604 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -655017 | -543157 | -579115 | -242578 | 444334 | -582355 |
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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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