Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3387662.1575 | 23673.5998 | -3411335.7573 | 479938270.765 | 310562091.998 | 169376178.767 |
Total P&L (%) | -3387.6622 | 23.6736 | -3411.3358 | 479938.2708 | 310562.092 | 169376.1788 |
Avg Daily Profit (%) | -1.6579 | 0.0116 | -1.6695 | 0.4157 | 0.3943 | 0.3645 |
Buy And Hold Return (%) | 2552.2564 | 2552.2564 | 2552.2564 | 2552.2564 | 2552.2564 | 2552.2564 |
Max Trade Drawdown | -3553210 | -43880 | -3555919 | -3392103947 | -164500052 | -3358135075 |
Profit Factor | 0.1726 | 1.2303 | 0.1454 | 1.1091 | 2.3254 | 1.0407 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 60 | 28 | 32 | 44 | 24 | 20 |
Losing Trades | 31 | 18 | 13 | 47 | 22 | 25 |
Profitability (%) | 65.9341 | 60.8696 | 71.1111 | 48.3516 | 52.1739 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0892 | 0.7909 | 0.0591 | 1.1847 | 2.1316 | 1.3008 |
Largest Winning Trade | 68496 | 30109 | 68496 | 1951534166 | 171617185 | 1951534166 |
Largest Losing Trade | -1877351 | -21857 | -1877351 | -3358135075 | -104482149 | -3358135075 |
Avg Bars in Trades | 65 | 2 | 129 | 65 | 2 | 129 |
Avg Bars in Winners | 37 | 2 | 67 | 70 | 1 | 153 |
Avg Bars in Losers | 119 | 2 | 281 | 59 | 2 | 110 |
Bars Traded | 5923 | 105 | 5818 | 5923 | 105 | 5818 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578191 | -343384 | -577975 | -91085 | 531355 | -168461 |
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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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