Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1533883.1616 | 356.8419 | -1534240.0036 | -25488956.6206 | 13842575.6868 | -39331532.3074 |
Total P&L (%) | -1533.8832 | 0.3568 | -1534.24 | -25488.9566 | 13842.5757 | -39331.5323 |
Avg Daily Profit (%) | -0.8423 | 0.0002 | -0.8425 | 0 | 0.2715 | 0 |
Buy And Hold Return (%) | 641.7183 | 641.7183 | 641.7183 | 641.7183 | 641.7183 | 641.7183 |
Max Trade Drawdown | -1612725 | -32329 | -1599971 | -121604832 | -3378357 | -121604832 |
Profit Factor | 0.2784 | 1.0029 | 0.2347 | 0.8719 | 1.7922 | 0.7832 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 59 | 26 | 33 | 54 | 22 | 32 |
Losing Trades | 38 | 23 | 15 | 43 | 27 | 16 |
Profitability (%) | 60.8247 | 53.0612 | 68.75 | 55.6701 | 44.898 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1793 | 0.8872 | 0.1067 | 0.6943 | 2.1995 | 0.3916 |
Largest Winning Trade | 50630 | 13086 | 50630 | 32617650 | 6367092 | 32617650 |
Largest Losing Trade | -762889 | -30008 | -762889 | -121604832 | -3378357 | -121604832 |
Avg Bars in Trades | 107 | 5 | 211 | 107 | 5 | 211 |
Avg Bars in Winners | 87 | 5 | 151 | 99 | 5 | 163 |
Avg Bars in Losers | 138 | 5 | 343 | 118 | 5 | 307 |
Bars Traded | 10422 | 272 | 10150 | 10422 | 272 | 10150 |
Profit Streak | 44.9634 | 270.7968 | 0 | 0 | 0 | 94.9634 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578560 | -575107 | -578258 | -579784 | 375767 | -577969 |
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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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