Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2959639.3798 | -119062.1043 | -2840577.2755 | 1682419.1987 | -41355241.2846 | 43037660.4832 |
Total P&L (%) | -2959.6394 | -119.0621 | -2840.5773 | 1682.4192 | -41355.2413 | 43037.6605 |
Avg Daily Profit (%) | -1.6497 | -0.0664 | -1.5834 | 0.1607 | 0 | 0.3388 |
Buy And Hold Return (%) | 203.5936 | 203.5936 | 203.5936 | 203.5936 | 203.5936 | 203.5936 |
Max Trade Drawdown | -3137328 | -211454 | -2949819 | -40918121 | -44339323 | -2288222 |
Profit Factor | 0.1031 | 0.5802 | 0.0582 | 1.0322 | 0.1259 | 9.7047 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 63 | 29 | 34 | 65 | 30 | 35 |
Losing Trades | 19 | 12 | 7 | 17 | 11 | 6 |
Profitability (%) | 76.8293 | 70.7317 | 82.9268 | 79.2683 | 73.1707 | 85.3659 |
Ratio Avg Win / Avg Loss | 0.0311 | 0.2401 | 0.012 | 0.27 | 0.0462 | 1.6637 |
Largest Winning Trade | 22293 | 22293 | 17429 | 37812890 | 2315453 | 37812890 |
Largest Losing Trade | -2020946 | -85310 | -2020946 | -27935353 | -27935353 | -2288222 |
Avg Bars in Trades | 84 | 109 | 59 | 84 | 109 | 59 |
Avg Bars in Winners | 14 | 17 | 12 | 26 | 22 | 29 |
Avg Bars in Losers | 316 | 333 | 288 | 307 | 347 | 232 |
Bars Traded | 6924 | 4491 | 2433 | 6924 | 4491 | 2433 |
Profit Streak | 78.6299 | 78.6299 | 287.8799 | 78.6299 | 78.6299 | 287.8799 |
Trades During Streak | 15 | 7 | 16 | 15 | 7 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -584080 | -576496 | -574972 | -182064 | -576180 | 856595 |
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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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