Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2144327.7925 | 140585.1517 | -2284912.9442 | -5776153.9124 | 27455278.6932 | -33231432.6057 |
Total P&L (%) | -2144.3278 | 140.5852 | -2284.9129 | -5776.1539 | 27455.2787 | -33231.4326 |
Avg Daily Profit (%) | -0.9416 | 0.0617 | -1.0034 | 0 | 0.247 | 0 |
Buy And Hold Return (%) | 8602.7602 | 8602.7602 | 8602.7602 | 8602.7602 | 8602.7602 | 8602.7602 |
Max Trade Drawdown | -2279113 | -82924 | -2339922 | -71407511 | -3953420 | -73784591 |
Profit Factor | 0.218 | 1.8912 | 0.1159 | 0.9455 | 2.6991 | 0.6303 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 52 | 29 | 23 | 51 | 26 | 25 |
Losing Trades | 33 | 14 | 19 | 34 | 17 | 17 |
Profitability (%) | 61.1765 | 67.4419 | 54.7619 | 60 | 60.4651 | 59.5238 |
Ratio Avg Win / Avg Loss | 0.1384 | 0.913 | 0.0958 | 0.6304 | 1.7648 | 0.4286 |
Largest Winning Trade | 45373 | 31864 | 45373 | 13018225 | 13018225 | 11790590 |
Largest Losing Trade | -1870663 | -59004 | -1870663 | -34606186 | -2615508 | -34606186 |
Avg Bars in Trades | 103 | 73 | 135 | 103 | 73 | 135 |
Avg Bars in Winners | 76 | 46 | 113 | 103 | 65 | 142 |
Avg Bars in Losers | 147 | 128 | 161 | 104 | 85 | 124 |
Bars Traded | 8827 | 3153 | 5674 | 8827 | 3153 | 5674 |
Profit Streak | 18.6661 | 180.9161 | 0 | 0 | 0 | 174.6661 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578262 | -272175 | -580117 | -578976 | 434006 | -578917 |
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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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