Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1980805.9961 | 114532.3921 | -2095338.3882 | -25524280.9867 | -58071247.3077 | 32546966.321 |
Total P&L (%) | -1980.806 | 114.5324 | -2095.3384 | -25524.281 | -58071.2473 | 32546.9663 |
Avg Daily Profit (%) | -1.0685 | 0.0618 | -1.1303 | 0 | 0 | 0.3127 |
Buy And Hold Return (%) | 4806.8745 | 4806.8745 | 4806.8745 | 4806.8745 | 4806.8745 | 4806.8745 |
Max Trade Drawdown | -2115289 | -93681 | -2179446 | -127488793 | -74749086 | -96308279 |
Profit Factor | 0.2362 | 1.6377 | 0.1319 | 0.8851 | 0.382 | 1.254 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 42 | 22 | 20 | 33 | 15 | 18 |
Losing Trades | 19 | 9 | 10 | 28 | 16 | 12 |
Profitability (%) | 68.8525 | 70.9677 | 66.6667 | 54.0984 | 48.3871 | 60 |
Ratio Avg Win / Avg Loss | 0.1069 | 0.67 | 0.066 | 0.751 | 0.4074 | 0.836 |
Largest Winning Trade | 56890 | 53014 | 56890 | 57836556 | 11428631 | 57836556 |
Largest Losing Trade | -1391384 | -58485 | -1391384 | -65015203 | -30731908 | -65015203 |
Avg Bars in Trades | 115 | 84 | 147 | 115 | 84 | 147 |
Avg Bars in Winners | 57 | 51 | 64 | 101 | 64 | 132 |
Avg Bars in Losers | 242 | 165 | 312 | 131 | 103 | 168 |
Bars Traded | 7030 | 2620 | 4410 | 7030 | 2620 | 4410 |
Profit Streak | 0 | 0 | 0 | 146.7563 | 146.7563 | 162.0063 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744333 | -273204 | -578665 | -745284 | -580872 | 317215 |
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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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