Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1374970.1342 | 306304.9287 | -1681275.0629 | -25527876.0963 | 45557717.5149 | -71085593.6112 |
Total P&L (%) | -1374.9701 | 306.3049 | -1681.2751 | -25527.8761 | 45557.7175 | -71085.5936 |
Avg Daily Profit (%) | -0.605 | 0.1348 | -0.7398 | 0 | 0.2698 | 0 |
Buy And Hold Return (%) | 9010.771 | 9010.771 | 9010.771 | 9010.771 | 9010.771 | 9010.771 |
Max Trade Drawdown | -1597211 | -54246 | -1774686 | -124847920 | -29118642 | -145639611 |
Profit Factor | 0.4303 | 2.382 | 0.2329 | 0.906 | 1.6304 | 0.6433 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 117 | 62 | 55 | 104 | 55 | 49 |
Losing Trades | 49 | 21 | 28 | 62 | 28 | 34 |
Profitability (%) | 70.4819 | 74.6988 | 66.2651 | 62.6506 | 66.2651 | 59.0361 |
Ratio Avg Win / Avg Loss | 0.1802 | 0.8068 | 0.1186 | 0.5401 | 0.83 | 0.4464 |
Largest Winning Trade | 38802 | 31665 | 38802 | 17464597 | 12974317 | 17464597 |
Largest Losing Trade | -1422160 | -43649 | -1422160 | -81243804 | -23692152 | -81243804 |
Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Winners | 39 | 43 | 34 | 46 | 52 | 40 |
Avg Bars in Losers | 83 | 90 | 78 | 61 | 59 | 63 |
Bars Traded | 8720 | 4588 | 4132 | 8720 | 4588 | 4132 |
Profit Streak | 15.2608 | 35.2608 | 15.2608 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575765 | -172967 | -578139 | -578268 | 349274 | -579660 |
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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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