Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2159744.2959 | 158872.5313 | -2318616.8271 | -288364431.9375 | 46506514.1825 | -334870946.12 |
Total P&L (%) | -2159.7443 | 158.8725 | -2318.6168 | -288364.4319 | 46506.5142 | -334870.9461 |
Avg Daily Profit (%) | -1.1551 | 0.085 | -1.2401 | 0 | 0.3292 | 0 |
Buy And Hold Return (%) | 11472.5142 | 11472.5142 | 11472.5142 | 11472.5142 | 11472.5142 | 11472.5142 |
Max Trade Drawdown | -2228598 | -48248 | -2356434 | -429682062 | -77849738 | -424648215 |
Profit Factor | 0.2218 | 2.0789 | 0.1177 | 0.5407 | 1.4028 | 0.3464 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 20 | 23 | 48 | 25 | 23 |
Losing Trades | 45 | 24 | 21 | 40 | 19 | 21 |
Profitability (%) | 48.8636 | 45.4545 | 52.2727 | 54.5455 | 56.8182 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.2321 | 2.4947 | 0.1075 | 0.4506 | 1.0661 | 0.3163 |
Largest Winning Trade | 70231 | 70231 | 61354 | 79618189 | 58291479 | 79618189 |
Largest Losing Trade | -1544177 | -31570 | -1544177 | -407916368 | -76456107 | -407916368 |
Avg Bars in Trades | 55 | 35 | 76 | 55 | 35 | 76 |
Avg Bars in Winners | 41 | 42 | 39 | 53 | 26 | 82 |
Avg Bars in Losers | 69 | 29 | 116 | 58 | 47 | 69 |
Bars Traded | 4910 | 1561 | 3349 | 4910 | 1561 | 3349 |
Profit Streak | 196.305 | 196.305 | 229.6383 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579598 | -242066 | -578997 | -579953 | 310377 | -580424 |
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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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