Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2402463.4736 | 72692.4198 | -2475155.8934 | -109709.465 | 21124753.9655 | -21234463.4305 |
Total P&L (%) | -2402.4635 | 72.6924 | -2475.1559 | -109.7095 | 21124.754 | -21234.4634 |
Avg Daily Profit (%) | -1.1758 | 0.0356 | -1.2114 | 0 | 0.2626 | 0 |
Buy And Hold Return (%) | 3188.1993 | 3188.1993 | 3188.1993 | 3188.1993 | 3188.1993 | 3188.1993 |
Max Trade Drawdown | -2598271 | -207080 | -2562726 | -35903240 | -6267532 | -34316242 |
Profit Factor | 0.2481 | 1.18 | 0.1133 | 0.9975 | 3.4777 | 0.4031 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 52 | 24 | 28 | 34 | 17 | 17 |
Losing Trades | 23 | 13 | 10 | 41 | 20 | 21 |
Profitability (%) | 69.3333 | 64.8649 | 73.6842 | 45.3333 | 45.9459 | 44.7368 |
Ratio Avg Win / Avg Loss | 0.1097 | 0.6392 | 0.0404 | 1.2029 | 4.0914 | 0.4979 |
Largest Winning Trade | 95942 | 95942 | 27374 | 15543019 | 15543019 | 7516050 |
Largest Losing Trade | -1401804 | -76507 | -1401804 | -27945775 | -6267532 | -27945775 |
Avg Bars in Trades | 105 | 117 | 93 | 105 | 117 | 93 |
Avg Bars in Winners | 43 | 44 | 43 | 102 | 126 | 79 |
Avg Bars in Losers | 244 | 252 | 233 | 107 | 109 | 104 |
Bars Traded | 7892 | 4339 | 3553 | 7892 | 4339 | 3553 |
Profit Streak | 0 | 408.7601 | 0 | 316.2601 | 0 | 317.0101 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639271 | -332075 | -577694 | -641616 | 482537 | -582224 |
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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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