Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -975509.0776 | 751845.7647 | -1727354.8423 | 52370512.6472 | -202086748.8518 | 254457261.499 |
Total P&L (%) | -975.5091 | 751.8458 | -1727.3548 | 52370.5126 | -202086.7489 | 254457.2615 |
Avg Daily Profit (%) | -0.4292 | 0.3308 | -0.7599 | 0.2759 | 0 | 0.3456 |
Buy And Hold Return (%) | 9076.9895 | 9076.9895 | 9076.9895 | 9076.9895 | 9076.9895 | 9076.9895 |
Max Trade Drawdown | -1750932 | -60581 | -1772571 | -369185743 | -270321689 | -99984634 |
Profit Factor | 0.5573 | 5.3939 | 0.15 | 1.0931 | 0.4239 | 2.2024 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 19 | 22 | 37 | 20 | 17 |
Losing Trades | 34 | 18 | 16 | 38 | 17 | 21 |
Profitability (%) | 54.6667 | 51.3514 | 57.8947 | 49.3333 | 54.0541 | 44.7368 |
Ratio Avg Win / Avg Loss | 0.4621 | 5.11 | 0.1091 | 1.1227 | 0.3603 | 2.7206 |
Largest Winning Trade | 553013 | 553013 | 40837 | 281907873 | 52987646 | 281907873 |
Largest Losing Trade | -1750932 | -28728 | -1750932 | -173895057 | -173895057 | -37068260 |
Avg Bars in Trades | 85 | 90 | 81 | 85 | 90 | 81 |
Avg Bars in Winners | 88 | 104 | 73 | 76 | 77 | 75 |
Avg Bars in Losers | 82 | 75 | 91 | 94 | 105 | 85 |
Bars Traded | 6430 | 3346 | 3083 | 6430 | 3346 | 3083 |
Profit Streak | 0 | 134.9646 | 0 | 0 | 134.9646 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -641172 | -147397 | -579741 | -171761 | -579286 | 411816 |
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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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