Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3839211.5626 | 256628.0132 | -4095839.5759 | -7333940.96 | 41283419.116 | -48617360.076 |
Total P&L (%) | -3839.2116 | 256.628 | -4095.8396 | -7333.941 | 41283.4191 | -48617.3601 |
Avg Daily Profit (%) | -1.9548 | 0.1307 | -2.0855 | 0 | 0.3073 | 0 |
Buy And Hold Return (%) | 2629.4964 | 2629.4964 | 2629.4964 | 2629.4964 | 2629.4964 | 2629.4964 |
Max Trade Drawdown | -4280338 | -98604 | -4265223 | -78879535 | -21484184 | -71944953 |
Profit Factor | 0.1771 | 2.1277 | 0.0771 | 0.9552 | 2.0593 | 0.6099 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 22 | 22 | 34 | 21 | 13 |
Losing Trades | 32 | 16 | 16 | 42 | 17 | 25 |
Profitability (%) | 57.8947 | 57.8947 | 57.8947 | 44.7368 | 55.2632 | 34.2105 |
Ratio Avg Win / Avg Loss | 0.1288 | 1.5474 | 0.0561 | 1.1799 | 1.6671 | 1.1729 |
Largest Winning Trade | 101871 | 101871 | 56980 | 41216096 | 41216096 | 26670791 |
Largest Losing Trade | -4145086 | -58265 | -4145086 | -68607640 | -9948290 | -68607640 |
Avg Bars in Trades | 48 | 39 | 57 | 48 | 39 | 57 |
Avg Bars in Winners | 35 | 34 | 36 | 52 | 50 | 55 |
Avg Bars in Losers | 66 | 46 | 86 | 44 | 24 | 58 |
Bars Traded | 3671 | 1490 | 2181 | 3671 | 1490 | 2181 |
Profit Streak | 433.8636 | 433.8636 | 572.3636 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631915 | -178694 | -578374 | -634935 | 488323 | -585238 |
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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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