Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2035846.9015 | -36075.9844 | -1999770.9171 | 20606146.0195 | 22425292.7933 | -1819146.7738 |
Total P&L (%) | -2035.8469 | -36.076 | -1999.7709 | 20606.146 | 22425.2928 | -1819.1468 |
Avg Daily Profit (%) | -1.0903 | -0.0193 | -1.071 | 0.286 | 0.2906 | 0 |
Buy And Hold Return (%) | 445.4689 | 445.4689 | 445.4689 | 445.4689 | 445.4689 | 445.4689 |
Max Trade Drawdown | -2141285 | -86733 | -2139314 | -48159453 | -3934863 | -63388832 |
Profit Factor | 0.2938 | 0.821 | 0.2542 | 1.1371 | 1.9827 | 0.9857 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 145 | 66 | 79 | 89 | 52 | 37 |
Losing Trades | 68 | 41 | 27 | 124 | 55 | 69 |
Profitability (%) | 68.0751 | 61.6822 | 74.5283 | 41.784 | 48.5981 | 34.9057 |
Ratio Avg Win / Avg Loss | 0.1378 | 0.51 | 0.0869 | 1.5842 | 2.0971 | 1.8383 |
Largest Winning Trade | 26436 | 14879 | 26436 | 39306172 | 6421724 | 39306172 |
Largest Losing Trade | -1271867 | -17489 | -1271867 | -19366153 | -1835059 | -19366153 |
Avg Bars in Trades | 51 | 4 | 98 | 51 | 4 | 98 |
Avg Bars in Winners | 27 | 2 | 47 | 60 | 5 | 137 |
Avg Bars in Losers | 103 | 7 | 249 | 45 | 3 | 78 |
Bars Traded | 10966 | 486 | 10480 | 10966 | 486 | 10480 |
Profit Streak | 3.5637 | 117.0637 | 0 | 3.5637 | 117.0637 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577942 | -578297 | -577592 | -62567 | 468000 | -584142 |
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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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