Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2058462.5423 | 218836.5443 | -2277299.0866 | 3362372.1389 | 76898425.1242 | -73536052.9853 |
Total P&L (%) | -2058.4625 | 218.8365 | -2277.2991 | 3362.3721 | 76898.4251 | -73536.053 |
Avg Daily Profit (%) | -0.907 | 0.0964 | -1.0034 | 0.1563 | 0.2933 | 0 |
Buy And Hold Return (%) | 9338.9115 | 9338.9115 | 9338.9115 | 9338.9115 | 9338.9115 | 9338.9115 |
Max Trade Drawdown | -2307492 | -36957 | -2330303 | -133865087 | -33206120 | -156550268 |
Profit Factor | 0.2668 | 2.6344 | 0.1483 | 1.0118 | 2.5679 | 0.6879 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 21 | 19 | 42 | 22 | 20 |
Losing Trades | 36 | 17 | 19 | 34 | 16 | 18 |
Profitability (%) | 52.6316 | 55.2632 | 50 | 55.2632 | 57.8947 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.2401 | 2.1326 | 0.1483 | 0.8191 | 1.8676 | 0.6191 |
Largest Winning Trade | 62744 | 47254 | 62744 | 40534466 | 23381594 | 40534466 |
Largest Losing Trade | -1707380 | -19372 | -1707380 | -97468398 | -20338314 | -97468398 |
Avg Bars in Trades | 169 | 95 | 243 | 169 | 95 | 243 |
Avg Bars in Winners | 190 | 105 | 284 | 191 | 106 | 286 |
Avg Bars in Losers | 146 | 83 | 203 | 141 | 80 | 196 |
Bars Traded | 12888 | 3625 | 9263 | 12888 | 3625 | 9263 |
Profit Streak | 8.4545 | 155.2878 | 8.4545 | 8.4545 | 155.2878 | 8.4545 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633090 | -222945 | -580093 | -419007 | 580321 | -579752 |
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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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