Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2698355.4392 | -75884.9235 | -2622470.5157 | -99263.1427 | 70328082.9284 | -70427346.0711 |
Total P&L (%) | -2698.3554 | -75.8849 | -2622.4705 | -99.2631 | 70328.0829 | -70427.3461 |
Avg Daily Profit (%) | -1.3206 | -0.0371 | -1.2835 | -0.24 | 0.3214 | 0 |
Buy And Hold Return (%) | 3041.9587 | 3041.9587 | 3041.9587 | 3041.9587 | 3041.9587 | 3041.9587 |
Max Trade Drawdown | -2807245 | -131448 | -2727875 | -214205733 | -48478571 | -225833061 |
Profit Factor | 0.2087 | 0.8019 | 0.1336 | 0.9998 | 1.479 | 0.7399 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 21 | 25 | 44 | 21 | 23 |
Losing Trades | 50 | 27 | 23 | 52 | 27 | 25 |
Profitability (%) | 47.9167 | 43.75 | 52.0833 | 45.8333 | 43.75 | 47.9167 |
Ratio Avg Win / Avg Loss | 0.2268 | 1.0311 | 0.1229 | 1.1815 | 1.9015 | 0.8042 |
Largest Winning Trade | 56125 | 45423 | 56125 | 120024029 | 61062261 | 120024029 |
Largest Losing Trade | -1431936 | -32491 | -1431936 | -76508576 | -35216788 | -76508576 |
Avg Bars in Trades | 82 | 31 | 132 | 82 | 31 | 132 |
Avg Bars in Winners | 55 | 32 | 74 | 91 | 34 | 142 |
Avg Bars in Losers | 106 | 31 | 195 | 74 | 30 | 122 |
Bars Traded | 7891 | 1534 | 6357 | 7891 | 1534 | 6357 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581332 | -581453 | -580419 | -580475 | 324809 | -581499 |
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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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