Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2068276.6045 | 42763.3913 | -2111039.9957 | 12203957.3353 | 138006898.4256 | -125802941.0903 |
Total P&L (%) | -2068.2766 | 42.7634 | -2111.04 | 12203.9573 | 138006.8984 | -125802.9411 |
Avg Daily Profit (%) | -1.0122 | 0.0209 | -1.0332 | 0.2358 | 0.3545 | 0 |
Buy And Hold Return (%) | 3982.8955 | 3982.8955 | 3982.8955 | 3982.8955 | 3982.8955 | 3982.8955 |
Max Trade Drawdown | -2238768 | -93982 | -2236628 | -259069214 | -47340621 | -235946288 |
Profit Factor | 0.2343 | 1.1947 | 0.1492 | 1.0328 | 2.8144 | 0.5756 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 56 | 25 | 31 | 44 | 22 | 22 |
Losing Trades | 18 | 12 | 6 | 30 | 15 | 15 |
Profitability (%) | 75.6757 | 67.5676 | 83.7838 | 59.4595 | 59.4595 | 59.4595 |
Ratio Avg Win / Avg Loss | 0.0753 | 0.5734 | 0.0289 | 0.7042 | 1.9189 | 0.3925 |
Largest Winning Trade | 37938 | 37938 | 25706 | 169119076 | 169119076 | 86047858 |
Largest Losing Trade | -1222007 | -72160 | -1222007 | -133914968 | -27482172 | -133914968 |
Avg Bars in Trades | 106 | 68 | 145 | 106 | 68 | 145 |
Avg Bars in Winners | 42 | 33 | 50 | 100 | 73 | 126 |
Avg Bars in Losers | 306 | 140 | 637 | 116 | 60 | 173 |
Bars Traded | 7910 | 2524 | 5386 | 7910 | 2524 | 5386 |
Profit Streak | 281.7071 | 443.7071 | 281.7071 | 281.7071 | 443.7071 | 281.7071 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -644980 | -335118 | -575927 | -247169 | 622802 | -578957 |
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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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