Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1660811.8192 | 157002.0665 | -1817813.8857 | -187986.7578 | 51023488.0512 | -51211474.809 |
Total P&L (%) | -1660.8118 | 157.0021 | -1817.8139 | -187.9868 | 51023.4881 | -51211.4748 |
Avg Daily Profit (%) | -0.8128 | 0.0768 | -0.8896 | 0 | 0.3057 | 0 |
Buy And Hold Return (%) | 4021.3907 | 4021.3907 | 4021.3907 | 4021.3907 | 4021.3907 | 4021.3907 |
Max Trade Drawdown | -1749392 | -119227 | -1850813 | -94579260 | -29162002 | -68295138 |
Profit Factor | 0.2943 | 1.5413 | 0.1189 | 0.9981 | 2.6914 | 0.2742 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 68 | 35 | 33 | 32 | 15 | 17 |
Losing Trades | 17 | 7 | 10 | 53 | 27 | 26 |
Profitability (%) | 80 | 83.3333 | 76.7442 | 37.6471 | 35.7143 | 39.5349 |
Ratio Avg Win / Avg Loss | 0.0736 | 0.3083 | 0.036 | 1.6532 | 4.8446 | 0.4193 |
Largest Winning Trade | 37197 | 37197 | 22213 | 68276313 | 68276313 | 7594385 |
Largest Losing Trade | -1015665 | -88603 | -1015665 | -51430647 | -13079202 | -51430647 |
Avg Bars in Trades | 62 | 88 | 37 | 62 | 88 | 37 |
Avg Bars in Winners | 16 | 23 | 9 | 102 | 160 | 51 |
Avg Bars in Losers | 246 | 412 | 130 | 38 | 48 | 27 |
Bars Traded | 5311 | 3711 | 1600 | 5311 | 3711 | 1600 |
Profit Streak | 0 | 385.3009 | 0 | 318.6342 | 0 | 327.9676 |
Trades During Streak | 0 | 6 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576384 | -250589 | -577260 | -581989 | 308283 | -584209 |
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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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