Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2272188.5255 | 223241.1817 | -2495429.7072 | -88702312.8424 | 145875583.7014 | -234577896.5438 |
Total P&L (%) | -2272.1885 | 223.2412 | -2495.4297 | -88702.3128 | 145875.5837 | -234577.8965 |
Avg Daily Profit (%) | -1.0047 | 0.0987 | -1.1034 | 0 | 0.3227 | 0 |
Buy And Hold Return (%) | 11132.888 | 11132.888 | 11132.888 | 11132.888 | 11132.888 | 11132.888 |
Max Trade Drawdown | -2464933 | -77440 | -2554055 | -379956122 | -39168685 | -416019721 |
Profit Factor | 0.2297 | 2.6663 | 0.1137 | 0.843 | 2.3223 | 0.4842 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 57 | 27 | 30 | 54 | 25 | 29 |
Losing Trades | 21 | 12 | 9 | 24 | 14 | 10 |
Profitability (%) | 73.0769 | 69.2308 | 76.9231 | 69.2308 | 64.1026 | 74.359 |
Ratio Avg Win / Avg Loss | 0.0846 | 1.185 | 0.0341 | 0.3747 | 1.3005 | 0.167 |
Largest Winning Trade | 37844 | 37844 | 37697 | 46129793 | 46129793 | 26048663 |
Largest Losing Trade | -2216207 | -48470 | -2216207 | -185386631 | -39168685 | -185386631 |
Avg Bars in Trades | 107 | 97 | 118 | 107 | 97 | 118 |
Avg Bars in Winners | 73 | 69 | 76 | 85 | 88 | 82 |
Avg Bars in Losers | 200 | 158 | 256 | 157 | 112 | 221 |
Bars Traded | 8405 | 3788 | 4617 | 8405 | 3788 | 4617 |
Profit Streak | 127.5819 | 127.5819 | 235.0819 | 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 | -614901 | -219517 | -576294 | -616784 | 512865 | -577599 |
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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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