Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1812834.7932 | 60083.5179 | -1872918.3112 | 8136688.6634 | 74439023.0535 | -66302334.3901 |
Total P&L (%) | -1812.8348 | 60.0835 | -1872.9183 | 8136.6887 | 74439.0231 | -66302.3344 |
Avg Daily Profit (%) | -0.8871 | 0.0294 | -0.9165 | 0.2161 | 0.3242 | 0 |
Buy And Hold Return (%) | 6473.3083 | 6473.3083 | 6473.3083 | 6473.3083 | 6473.3083 | 6473.3083 |
Max Trade Drawdown | -1900506 | -115993 | -1942535 | -156775960 | -49093200 | -111474265 |
Profit Factor | 0.231 | 1.3003 | 0.1318 | 1.0432 | 2.3112 | 0.4961 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 67 | 31 | 36 | 39 | 19 | 20 |
Losing Trades | 21 | 13 | 8 | 49 | 25 | 24 |
Profitability (%) | 76.1364 | 70.4545 | 81.8182 | 44.3182 | 43.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.0724 | 0.5453 | 0.0293 | 1.3107 | 3.041 | 0.5953 |
Largest Winning Trade | 40608 | 40608 | 21802 | 116668306 | 116668306 | 31111284 |
Largest Losing Trade | -1117013 | -80388 | -1117013 | -56096610 | -12958429 | -56096610 |
Avg Bars in Trades | 42 | 33 | 51 | 42 | 33 | 51 |
Avg Bars in Winners | 9 | 9 | 9 | 56 | 49 | 63 |
Avg Bars in Losers | 149 | 93 | 241 | 32 | 21 | 42 |
Bars Traded | 3781 | 1494 | 2287 | 3781 | 1494 | 2287 |
Profit Streak | 275.9556 | 389.4556 | 275.9556 | 275.9556 | 389.4556 | 275.9556 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575527 | -317288 | -576065 | -251293 | 427323 | -581898 |
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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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