Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2374978.5546 | 394325.0994 | -2769303.6539 | 1000499683.4207 | 1236882169.6465 | -236382486.2258 |
Total P&L (%) | -2374.9786 | 394.3251 | -2769.3037 | 1000499.6834 | 1236882.1696 | -236382.4862 |
Avg Daily Profit (%) | -1.1622 | 0.193 | -1.3552 | 0.4518 | 0.4622 | 0 |
Buy And Hold Return (%) | 4360.4592 | 4360.4592 | 4360.4592 | 4360.4592 | 4360.4592 | 4360.4592 |
Max Trade Drawdown | -2870760 | -96262 | -2932070 | -1161880164 | -392848708 | -1308911108 |
Profit Factor | 0.3515 | 2.3427 | 0.1779 | 1.3062 | 2.0681 | 0.888 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 57 | 27 | 30 | 47 | 25 | 22 |
Losing Trades | 46 | 24 | 22 | 56 | 26 | 30 |
Profitability (%) | 55.3398 | 52.9412 | 57.6923 | 45.6311 | 49.0196 | 42.3077 |
Ratio Avg Win / Avg Loss | 0.2837 | 2.0824 | 0.1305 | 1.5563 | 2.1509 | 1.2109 |
Largest Winning Trade | 119460 | 119460 | 80825 | 747175270 | 623161517 | 747175270 |
Largest Losing Trade | -1349851 | -56809 | -1349851 | -384103108 | -300250836 | -384103108 |
Avg Bars in Trades | 37 | 28 | 46 | 37 | 28 | 46 |
Avg Bars in Winners | 33 | 26 | 38 | 40 | 40 | 40 |
Avg Bars in Losers | 43 | 30 | 56 | 35 | 17 | 50 |
Bars Traded | 3869 | 1462 | 2407 | 3869 | 1462 | 2407 |
Profit Streak | 341.9756 | 398.4756 | 341.9756 | 341.9756 | 398.4756 | 341.9756 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578407 | -331811 | -758492 | 410441 | -164608 | -760814 |
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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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