Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1319769.695 | 83696.7535 | -1403466.4485 | 40874086.5541 | -3807224.8429 | 44681311.397 |
Total P&L (%) | -1319.7697 | 83.6968 | -1403.4664 | 40874.0866 | -3807.2248 | 44681.3114 |
Avg Daily Profit (%) | -0.6864 | 0.0435 | -0.73 | 0.3134 | 0 | 0.318 |
Buy And Hold Return (%) | 23.4463 | 23.4463 | 23.4463 | 23.4463 | 23.4463 | 23.4463 |
Max Trade Drawdown | -1556653 | -52140 | -1538887 | -18535611 | -19239696 | -10108228 |
Profit Factor | 0.3456 | 1.4761 | 0.2377 | 1.99 | 0.8453 | 3.68 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 59 | 26 | 33 | 43 | 22 | 21 |
Losing Trades | 38 | 23 | 15 | 54 | 27 | 27 |
Profitability (%) | 60.8247 | 53.0612 | 68.75 | 44.3299 | 44.898 | 43.75 |
Ratio Avg Win / Avg Loss | 0.2226 | 1.3058 | 0.108 | 2.4991 | 1.0374 | 4.7315 |
Largest Winning Trade | 32003 | 26542 | 32003 | 36818321 | 8594316 | 36818321 |
Largest Losing Trade | -1538887 | -37353 | -1538887 | -7315978 | -7315978 | -1903142 |
Avg Bars in Trades | 228 | 96 | 364 | 228 | 96 | 364 |
Avg Bars in Winners | 192 | 110 | 256 | 243 | 88 | 406 |
Avg Bars in Losers | 286 | 79 | 602 | 217 | 102 | 332 |
Bars Traded | 22199 | 4706 | 17493 | 22199 | 4706 | 17493 |
Profit Streak | 60.4881 | 60.4881 | 110.3215 | 60.4881 | 60.4881 | 110.3215 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577665 | -134739 | -576905 | 442495 | -580022 | 535855 |
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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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