Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2765689.2153 | 88424.5142 | -2854113.7295 | 5774050.8271 | 707557880.4778 | -701783829.6507 |
Total P&L (%) | -2765.6892 | 88.4245 | -2854.1137 | 5774.0508 | 707557.8805 | -701783.8297 |
Avg Daily Profit (%) | -1.3536 | 0.0433 | -1.3969 | 0.1995 | 0.4348 | 0 |
Buy And Hold Return (%) | 2873.6395 | 2873.6395 | 2873.6395 | 2873.6395 | 2873.6395 | 2873.6395 |
Max Trade Drawdown | -2972761 | -84177 | -2998888 | -1257398505 | -149891293 | -1221172352 |
Profit Factor | 0.1913 | 1.7027 | 0.1336 | 1.0038 | 4.0709 | 0.4567 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 54 | 27 | 27 | 36 | 20 | 16 |
Losing Trades | 26 | 13 | 13 | 44 | 20 | 24 |
Profitability (%) | 67.5 | 67.5 | 67.5 | 45 | 50 | 40 |
Ratio Avg Win / Avg Loss | 0.0921 | 0.8198 | 0.0643 | 1.2269 | 4.0709 | 0.685 |
Largest Winning Trade | 68768 | 24366 | 68768 | 869028828 | 869028828 | 367009960 |
Largest Losing Trade | -1704489 | -75488 | -1704489 | -722504915 | -63284114 | -722504915 |
Avg Bars in Trades | 98 | 32 | 163 | 98 | 32 | 163 |
Avg Bars in Winners | 50 | 27 | 74 | 134 | 40 | 250 |
Avg Bars in Losers | 196 | 43 | 348 | 68 | 25 | 105 |
Bars Traded | 7852 | 1313 | 6539 | 7852 | 1313 | 6539 |
Profit Streak | 0 | 473.8871 | 0 | 423.1371 | 0 | 433.3871 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602009 | -296800 | -578481 | -240283 | 618706 | -584053 |
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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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