Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2374197.2771 | 127376.9927 | -2501574.2698 | -33116016.9408 | 62106207.0136 | -95222223.9544 |
Total P&L (%) | -2374.1973 | 127.377 | -2501.5743 | -33116.0169 | 62106.207 | -95222.224 |
Avg Daily Profit (%) | -1.0481 | 0.0562 | -1.1043 | 0 | 0.2844 | 0 |
Buy And Hold Return (%) | 10931.4835 | 10931.4835 | 10931.4835 | 10931.4835 | 10931.4835 | 10931.4835 |
Max Trade Drawdown | -2496199 | -72574 | -2542573 | -180901643 | -18961734 | -186440234 |
Profit Factor | 0.1958 | 1.7526 | 0.1012 | 0.8712 | 2.2364 | 0.5397 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 65 | 34 | 31 | 64 | 32 | 32 |
Losing Trades | 21 | 9 | 12 | 22 | 11 | 11 |
Profitability (%) | 75.5814 | 79.0698 | 72.093 | 74.4186 | 74.4186 | 74.4186 |
Ratio Avg Win / Avg Loss | 0.0633 | 0.4639 | 0.0392 | 0.2995 | 0.7688 | 0.1855 |
Largest Winning Trade | 56079 | 56079 | 27283 | 22438585 | 22438585 | 14289323 |
Largest Losing Trade | -2020976 | -50232 | -2020976 | -90120264 | -16580164 | -90120264 |
Avg Bars in Trades | 146 | 156 | 136 | 146 | 156 | 136 |
Avg Bars in Winners | 85 | 99 | 71 | 103 | 119 | 87 |
Avg Bars in Losers | 334 | 374 | 304 | 271 | 265 | 277 |
Bars Traded | 12605 | 6742 | 5863 | 12605 | 6742 | 5863 |
Profit Streak | 92.0396 | 137.2063 | 0 | 0 | 0 | 133.5396 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576395 | -278287 | -577863 | -577105 | 452694 | -576993 |
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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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