Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2510044.2468 | 168306.8993 | -2678351.1461 | -132667.8689 | 92571494.4545 | -92704162.3233 |
Total P&L (%) | -2510.0442 | 168.3069 | -2678.3511 | -132.6679 | 92571.4945 | -92704.1623 |
Avg Daily Profit (%) | -1.0988 | 0.0737 | -1.1725 | 0 | 0.2995 | 0 |
Buy And Hold Return (%) | 9645.7883 | 9645.7883 | 9645.7883 | 9645.7883 | 9645.7883 | 9645.7883 |
Max Trade Drawdown | -2665699 | -58980 | -2740562 | -192354155 | -14651921 | -214393145 |
Profit Factor | 0.236 | 1.7486 | 0.1249 | 0.9996 | 3.5761 | 0.6772 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 41 | 21 | 20 | 46 | 22 | 24 |
Losing Trades | 36 | 18 | 18 | 31 | 17 | 14 |
Profitability (%) | 53.2468 | 53.8462 | 52.6316 | 59.7403 | 56.4103 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.2072 | 1.4988 | 0.1124 | 0.6736 | 2.7634 | 0.3951 |
Largest Winning Trade | 63493 | 45539 | 63493 | 39254511 | 33360424 | 39254511 |
Largest Losing Trade | -1951687 | -36091 | -1951687 | -148460860 | -13926392 | -148460860 |
Avg Bars in Trades | 112 | 63 | 162 | 112 | 63 | 162 |
Avg Bars in Winners | 127 | 74 | 184 | 120 | 68 | 168 |
Avg Bars in Losers | 94 | 50 | 137 | 99 | 57 | 150 |
Bars Traded | 8637 | 2481 | 6156 | 8637 | 2481 | 6156 |
Profit Streak | 0 | 0 | 0 | 20.5579 | 22.0579 | 20.5579 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -626634 | -257619 | -580423 | -624046 | 631295 | -578505 |
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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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