Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2133639.0673 | 189232.1244 | -2322871.1916 | -45493752.612 | 48770580.436 | -94264333.048 |
Total P&L (%) | -2133.6391 | 189.2321 | -2322.8712 | -45493.7526 | 48770.5804 | -94264.333 |
Avg Daily Profit (%) | -0.9385 | 0.0832 | -1.0217 | 0 | 0.2727 | 0 |
Buy And Hold Return (%) | 9291.6667 | 9291.6667 | 9291.6667 | 9291.6667 | 9291.6667 | 9291.6667 |
Max Trade Drawdown | -2262265 | -53910 | -2357717 | -165905802 | -20451356 | -166088520 |
Profit Factor | 0.223 | 2.2618 | 0.1053 | 0.8036 | 1.9308 | 0.474 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 75 | 38 | 37 | 70 | 35 | 35 |
Losing Trades | 16 | 8 | 8 | 21 | 11 | 10 |
Profitability (%) | 82.4176 | 82.6087 | 82.2222 | 76.9231 | 76.087 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.0476 | 0.4762 | 0.0228 | 0.2411 | 0.6068 | 0.1354 |
Largest Winning Trade | 40318 | 40318 | 27695 | 35507128 | 35507128 | 15501764 |
Largest Losing Trade | -2004791 | -53910 | -2004791 | -96776751 | -13889769 | -96776751 |
Avg Bars in Trades | 45 | 49 | 41 | 45 | 49 | 41 |
Avg Bars in Winners | 23 | 27 | 19 | 27 | 34 | 21 |
Avg Bars in Losers | 147 | 151 | 143 | 103 | 97 | 109 |
Bars Traded | 4130 | 2268 | 1862 | 4130 | 2268 | 1862 |
Profit Streak | 140.9688 | 140.9688 | 259.4688 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575172 | -241290 | -575636 | -576767 | 426094 | -577111 |
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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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