Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2004221.8954 | -40911.7634 | -1963310.132 | 19949546.601 | 53116493.6293 | -33166947.0283 |
Total P&L (%) | -2004.2219 | -40.9118 | -1963.3101 | 19949.5466 | 53116.4936 | -33166.947 |
Avg Daily Profit (%) | -1.0673 | -0.0218 | -1.0455 | 0.2827 | 0.3348 | 0 |
Buy And Hold Return (%) | 429.222 | 429.222 | 429.222 | 429.222 | 429.222 | 429.222 |
Max Trade Drawdown | -2086919 | -87464 | -2074461 | -146627613 | -7981192 | -182371426 |
Profit Factor | 0.2496 | 0.7294 | 0.2209 | 1.0623 | 2.443 | 0.883 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 117 | 52 | 65 | 63 | 40 | 23 |
Losing Trades | 48 | 31 | 17 | 102 | 43 | 59 |
Profitability (%) | 70.9091 | 62.6506 | 79.2683 | 38.1818 | 48.1928 | 28.0488 |
Ratio Avg Win / Avg Loss | 0.1024 | 0.4348 | 0.0578 | 1.7199 | 2.6262 | 2.2651 |
Largest Winning Trade | 34863 | 11611 | 34863 | 88302986 | 10799840 | 88302986 |
Largest Losing Trade | -1175784 | -17990 | -1175784 | -42137390 | -4197139 | -42137390 |
Avg Bars in Trades | 129 | 5 | 254 | 129 | 5 | 254 |
Avg Bars in Winners | 75 | 3 | 133 | 146 | 8 | 385 |
Avg Bars in Losers | 261 | 10 | 719 | 119 | 3 | 204 |
Bars Traded | 21404 | 497 | 20907 | 21404 | 497 | 20907 |
Profit Streak | 13.511 | 105.0944 | 0 | 13.511 | 105.0944 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576600 | -577559 | -581164 | -145287 | 519949 | -598835 |
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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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