Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1948379.7845 | 276993.8205 | -2225373.6049 | 6677179.0795 | 139873015.4005 | -133195836.321 |
Total P&L (%) | -1948.3798 | 276.9938 | -2225.3736 | 6677.1791 | 139873.0154 | -133195.8363 |
Avg Daily Profit (%) | -0.8579 | 0.122 | -0.9799 | 0.1858 | 0.3195 | 0 |
Buy And Hold Return (%) | 8967.9575 | 8967.9575 | 8967.9575 | 8967.9575 | 8967.9575 | 8967.9575 |
Max Trade Drawdown | -2261703 | -75008 | -2307738 | -157526573 | -28108704 | -206711343 |
Profit Factor | 0.3079 | 2.19 | 0.1382 | 1.0199 | 2.814 | 0.4859 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 52 | 25 | 27 | 46 | 22 | 24 |
Losing Trades | 38 | 20 | 18 | 44 | 23 | 21 |
Profitability (%) | 57.7778 | 55.5556 | 60 | 51.1111 | 48.8889 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.225 | 1.752 | 0.0921 | 0.9755 | 2.9419 | 0.4252 |
Largest Winning Trade | 101533 | 101533 | 59622 | 71150015 | 71150015 | 28844509 |
Largest Losing Trade | -1919667 | -40387 | -1919667 | -135209761 | -11824421 | -135209761 |
Avg Bars in Trades | 146 | 167 | 126 | 146 | 167 | 126 |
Avg Bars in Winners | 143 | 161 | 126 | 163 | 185 | 142 |
Avg Bars in Losers | 151 | 175 | 125 | 130 | 151 | 106 |
Bars Traded | 13229 | 7552 | 5677 | 13229 | 7552 | 5677 |
Profit Streak | 0 | 112.1313 | 0 | 0 | 112.1313 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579529 | -190441 | -579415 | -357824 | 526563 | -580279 |
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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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