Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1851478.4445 | 302020.4088 | -2153498.8533 | -174228604.7259 | 375415672.9245 | -549644277.6504 |
Total P&L (%) | -1851.4784 | 302.0204 | -2153.4989 | -174228.6047 | 375415.6729 | -549644.2777 |
Avg Daily Profit (%) | -0.8167 | 0.1332 | -0.9499 | 0 | 0.3637 | 0 |
Buy And Hold Return (%) | 12188.054 | 12188.054 | 12188.054 | 12188.054 | 12188.054 | 12188.054 |
Max Trade Drawdown | -2229845 | -66456 | -2242628 | -822835974 | -84658718 | -785217545 |
Profit Factor | 0.2814 | 3.4125 | 0.1215 | 0.8282 | 2.9478 | 0.3309 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 26 | 24 | 51 | 25 | 26 |
Losing Trades | 28 | 13 | 15 | 27 | 14 | 13 |
Profitability (%) | 64.1026 | 66.6667 | 61.5385 | 65.3846 | 64.1026 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1576 | 1.7063 | 0.076 | 0.4385 | 1.6508 | 0.1655 |
Largest Winning Trade | 79808 | 79808 | 49085 | 232151654 | 232151654 | 63336631 |
Largest Losing Trade | -1886328 | -49504 | -1886328 | -644742118 | -84658718 | -644742118 |
Avg Bars in Trades | 107 | 114 | 100 | 107 | 114 | 100 |
Avg Bars in Winners | 78 | 87 | 69 | 91 | 103 | 80 |
Avg Bars in Losers | 159 | 170 | 150 | 138 | 135 | 140 |
Bars Traded | 8406 | 4481 | 3925 | 8406 | 4481 | 3925 |
Profit Streak | 91.343 | 134.843 | 0 | 0 | 0 | 252.093 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616890 | -171674 | -579261 | -617283 | 608950 | -578007 |
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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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