Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2015444.3927 | 208145.3814 | -2223589.7741 | -18525284.2076 | 84607103.2263 | -103132387.4339 |
Total P&L (%) | -2015.4444 | 208.1454 | -2223.5898 | -18525.2842 | 84607.1032 | -103132.3874 |
Avg Daily Profit (%) | -0.8892 | 0.0918 | -0.9811 | 0 | 0.2979 | 0 |
Buy And Hold Return (%) | 10153.4491 | 10153.4491 | 10153.4491 | 10153.4491 | 10153.4491 | 10153.4491 |
Max Trade Drawdown | -2204517 | -80325 | -2283651 | -212279196 | -23883152 | -224511660 |
Profit Factor | 0.2802 | 1.895 | 0.1339 | 0.9448 | 2.1461 | 0.6063 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 44 | 23 | 21 | 46 | 24 | 22 |
Losing Trades | 35 | 16 | 19 | 33 | 15 | 18 |
Profitability (%) | 55.6962 | 58.9744 | 52.5 | 58.2278 | 61.5385 | 55 |
Ratio Avg Win / Avg Loss | 0.2229 | 1.3183 | 0.1211 | 0.6778 | 1.3413 | 0.496 |
Largest Winning Trade | 91603 | 91603 | 40013 | 25229262 | 23992639 | 25229262 |
Largest Losing Trade | -1754756 | -36139 | -1754756 | -120007102 | -17650952 | -120007102 |
Avg Bars in Trades | 108 | 112 | 104 | 108 | 112 | 104 |
Avg Bars in Winners | 108 | 113 | 103 | 111 | 122 | 98 |
Avg Bars in Losers | 107 | 111 | 105 | 104 | 95 | 111 |
Bars Traded | 8561 | 4386 | 4175 | 8561 | 4386 | 4175 |
Profit Streak | 120.0165 | 120.0165 | 126.5165 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609965 | -231900 | -579466 | -610711 | 481026 | -580101 |
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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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