Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5261437.2783 | 8621.0054 | -5270058.2836 | 27261115.5262 | 28322620.2731 | -1061504.7469 |
Total P&L (%) | -5261.4373 | 8.621 | -5270.0583 | 27261.1155 | 28322.6203 | -1061.5047 |
Avg Daily Profit (%) | -2.8782 | 0.0047 | -2.883 | 0.3075 | 0.3095 | 0 |
Buy And Hold Return (%) | 7802.8249 | 7802.8249 | 7802.8249 | 7802.8249 | 7802.8249 | 7802.8249 |
Max Trade Drawdown | -5335200 | -31811 | -5313301 | -298677851 | -26645419 | -303662554 |
Profit Factor | 0.0752 | 1.0992 | 0.0593 | 1.0605 | 1.3651 | 0.9972 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 33 | 16 | 17 | 43 | 23 | 20 |
Losing Trades | 52 | 27 | 25 | 42 | 20 | 22 |
Profitability (%) | 38.8235 | 37.2093 | 40.4762 | 50.5882 | 53.4884 | 47.619 |
Ratio Avg Win / Avg Loss | 0.1185 | 1.8549 | 0.0872 | 1.0359 | 1.187 | 1.0969 |
Largest Winning Trade | 74996 | 25732 | 74996 | 127400316 | 29188942 | 127400316 |
Largest Losing Trade | -4242457 | -12082 | -4242457 | -103534517 | -15323115 | -103534517 |
Avg Bars in Trades | 228 | 28 | 432 | 228 | 28 | 432 |
Avg Bars in Winners | 170 | 36 | 296 | 257 | 37 | 509 |
Avg Bars in Losers | 265 | 23 | 525 | 198 | 18 | 363 |
Bars Traded | 19408 | 1224 | 18184 | 19408 | 1224 | 18184 |
Profit Streak | 402.5407 | 409.374 | 0 | 402.5407 | 409.374 | 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 | -584311 | -466297 | -584438 | -146759 | 311325 | -579993 |
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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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