Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2728191.2434 | 33296.5129 | -2761487.7563 | -1753367.2565 | 54049307.4002 | -55802674.6568 |
Total P&L (%) | -2728.1912 | 33.2965 | -2761.4878 | -1753.3673 | 54049.3074 | -55802.6747 |
Avg Daily Profit (%) | -1.3351 | 0.0163 | -1.3514 | 0 | 0.3085 | 0 |
Buy And Hold Return (%) | 3561.7801 | 3561.7801 | 3561.7801 | 3561.7801 | 3561.7801 | 3561.7801 |
Max Trade Drawdown | -2857850 | -160601 | -2833404 | -125341414 | -37258930 | -88082483 |
Profit Factor | 0.2133 | 1.0834 | 0.1001 | 0.988 | 2.1575 | 0.4407 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 42 | 21 | 21 | 52 | 26 | 26 |
Losing Trades | 49 | 24 | 25 | 39 | 19 | 20 |
Profitability (%) | 46.1538 | 46.6667 | 45.6522 | 57.1429 | 57.7778 | 56.5217 |
Ratio Avg Win / Avg Loss | 0.2489 | 1.2381 | 0.1192 | 0.741 | 1.5766 | 0.339 |
Largest Winning Trade | 53482 | 53482 | 50578 | 60361801 | 60361801 | 10018207 |
Largest Losing Trade | -1589507 | -85070 | -1589507 | -64780110 | -18379028 | -64780110 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 22 | 20 | 24 | 43 | 49 | 37 |
Avg Bars in Losers | 57 | 61 | 54 | 38 | 31 | 44 |
Bars Traded | 3773 | 1897 | 1876 | 3773 | 1897 | 1876 |
Profit Streak | 318.5111 | 406.0111 | 318.5111 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581064 | -465577 | -581807 | -579609 | 509160 | -579859 |
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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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