Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2546416.1134 | 92892.7676 | -2639308.881 | -22362402.854 | 48130858.3592 | -70493261.2132 |
Total P&L (%) | -2546.4161 | 92.8928 | -2639.3089 | -22362.4029 | 48130.8584 | -70493.2612 |
Avg Daily Profit (%) | -1.1215 | 0.0409 | -1.1624 | 0 | 0.2725 | 0 |
Buy And Hold Return (%) | 10655.8708 | 10655.8708 | 10655.8708 | 10655.8708 | 10655.8708 | 10655.8708 |
Max Trade Drawdown | -2658222 | -43826 | -2739101 | -144733989 | -8068047 | -148281984 |
Profit Factor | 0.197 | 1.6296 | 0.1271 | 0.8823 | 3.2428 | 0.5816 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 56 | 28 | 28 | 57 | 32 | 25 |
Losing Trades | 41 | 21 | 20 | 40 | 17 | 23 |
Profitability (%) | 57.732 | 57.1429 | 58.3333 | 58.7629 | 65.3061 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.1442 | 1.2222 | 0.0908 | 0.6191 | 1.7228 | 0.5351 |
Largest Winning Trade | 40071 | 33345 | 40071 | 19063912 | 12289769 | 19063912 |
Largest Losing Trade | -2032996 | -24763 | -2032996 | -55507935 | -5480253 | -55507935 |
Avg Bars in Trades | 87 | 47 | 127 | 87 | 47 | 127 |
Avg Bars in Winners | 67 | 39 | 96 | 72 | 45 | 106 |
Avg Bars in Losers | 114 | 59 | 171 | 109 | 53 | 151 |
Bars Traded | 8486 | 2350 | 6136 | 8486 | 2350 | 6136 |
Profit Streak | 0 | 0 | 150.2534 | 100.7534 | 143.2534 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579517 | -301037 | -579034 | -578823 | 566835 | -580419 |
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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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