Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -944836.7311 | 401876.7883 | -1346713.5194 | -164860515.3516 | 57834620.7302 | -222695136.0819 |
Total P&L (%) | -944.8367 | 401.8768 | -1346.7135 | -164860.5154 | 57834.6207 | -222695.1361 |
Avg Daily Profit (%) | -0.416 | 0.1769 | -0.5929 | 0 | 0.2805 | 0 |
Buy And Hold Return (%) | 9354.7825 | 9354.7825 | 9354.7825 | 9354.7825 | 9354.7825 | 9354.7825 |
Max Trade Drawdown | -1410192 | -59642 | -1476199 | -299057624 | -64000447 | -286225391 |
Profit Factor | 0.4818 | 3.9241 | 0.2012 | 0.604 | 1.5662 | 0.2911 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 59 | 28 | 31 | 54 | 25 | 29 |
Losing Trades | 19 | 11 | 8 | 24 | 14 | 10 |
Profitability (%) | 75.641 | 71.7949 | 79.4872 | 69.2308 | 64.1026 | 74.359 |
Ratio Avg Win / Avg Loss | 0.1552 | 1.5416 | 0.0519 | 0.2684 | 0.8771 | 0.1004 |
Largest Winning Trade | 101869 | 101869 | 41057 | 54674241 | 54674241 | 22292790 |
Largest Losing Trade | -1160759 | -44813 | -1160759 | -220097037 | -51311147 | -220097037 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 36 | 42 | 30 | 43 | 53 | 34 |
Avg Bars in Losers | 109 | 101 | 121 | 79 | 70 | 92 |
Bars Traded | 4227 | 2306 | 1921 | 4227 | 2306 | 1921 |
Profit Streak | 137.2275 | 137.2275 | 246.2275 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614506 | -147151 | -575581 | -616784 | 362623 | -577599 |
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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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