Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2205159.7507 | 241024.2735 | -2446184.0242 | -16209426.5912 | 150753857.5258 | -166963284.117 |
Total P&L (%) | -2205.1598 | 241.0243 | -2446.184 | -16209.4266 | 150753.8575 | -166963.2841 |
Avg Daily Profit (%) | -1.0795 | 0.118 | -1.1975 | 0 | 0.3589 | 0 |
Buy And Hold Return (%) | 2894.0068 | 2894.0068 | 2894.0068 | 2894.0068 | 2894.0068 | 2894.0068 |
Max Trade Drawdown | -2443691 | -122956 | -2589875 | -597524915 | -221649489 | -511964046 |
Profit Factor | 0.3311 | 1.587 | 0.1524 | 0.9845 | 1.3544 | 0.7305 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 22 | 24 | 44 | 22 | 22 |
Losing Trades | 33 | 17 | 16 | 35 | 17 | 18 |
Profitability (%) | 58.2278 | 56.4103 | 60 | 55.6962 | 56.4103 | 55 |
Ratio Avg Win / Avg Loss | 0.2375 | 1.2263 | 0.1016 | 0.7831 | 1.0466 | 0.5977 |
Largest Winning Trade | 128093 | 128093 | 64505 | 338413677 | 264704288 | 338413677 |
Largest Losing Trade | -1690273 | -69717 | -1690273 | -375875426 | -221649489 | -375875426 |
Avg Bars in Trades | 151 | 159 | 143 | 151 | 159 | 143 |
Avg Bars in Winners | 82 | 83 | 81 | 137 | 149 | 124 |
Avg Bars in Losers | 247 | 258 | 236 | 169 | 172 | 166 |
Bars Traded | 11970 | 6233 | 5737 | 11970 | 6233 | 5737 |
Profit Streak | 0 | 344.6218 | 0 | 314.9552 | 0 | 328.7885 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610711 | -197981 | -579453 | -610729 | 383903 | -579514 |
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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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