Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2044220.629 | 159614.1829 | -2203834.8119 | -37698044.6613 | 30598528.1158 | -68296572.7771 |
Total P&L (%) | -2044.2206 | 159.6142 | -2203.8348 | -37698.0447 | 30598.5281 | -68296.5728 |
Avg Daily Profit (%) | -0.9032 | 0.0705 | -0.9737 | 0 | 0.2534 | 0 |
Buy And Hold Return (%) | 10151.6948 | 10151.6948 | 10151.6948 | 10151.6948 | 10151.6948 | 10151.6948 |
Max Trade Drawdown | -2169748 | -54481 | -2250113 | -98336243 | -11234589 | -107978531 |
Profit Factor | 0.225 | 1.979 | 0.1095 | 0.7494 | 2.0051 | 0.4309 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 61 | 31 | 30 | 56 | 28 | 28 |
Losing Trades | 20 | 10 | 10 | 25 | 13 | 12 |
Profitability (%) | 75.3086 | 75.6098 | 75 | 69.1358 | 68.2927 | 70 |
Ratio Avg Win / Avg Loss | 0.0738 | 0.6384 | 0.0365 | 0.3346 | 0.9309 | 0.1847 |
Largest Winning Trade | 47607 | 47607 | 28937 | 17569153 | 17569153 | 11040559 |
Largest Losing Trade | -1831894 | -48641 | -1831894 | -65746992 | -9697340 | -65746992 |
Avg Bars in Trades | 102 | 102 | 103 | 102 | 102 | 103 |
Avg Bars in Winners | 57 | 59 | 55 | 66 | 75 | 58 |
Avg Bars in Losers | 240 | 236 | 245 | 183 | 160 | 207 |
Bars Traded | 8313 | 4193 | 4120 | 8313 | 4193 | 4120 |
Profit Streak | 144.1316 | 144.1316 | 249.6316 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592114 | -259252 | -576537 | -594297 | 318044 | -578157 |
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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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