Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1706540.9039 | 354463.3745 | -2061004.2784 | -106253934.2218 | 226699182.5438 | -332953116.7656 |
Total P&L (%) | -1706.5409 | 354.4634 | -2061.0043 | -106253.9342 | 226699.1825 | -332953.1168 |
Avg Daily Profit (%) | -0.7507 | 0.1559 | -0.9066 | 0 | 0.3405 | 0 |
Buy And Hold Return (%) | 9233.5125 | 9233.5125 | 9233.5125 | 9233.5125 | 9233.5125 | 9233.5125 |
Max Trade Drawdown | -2089458 | -68389 | -2190021 | -685588466 | -49755137 | -672953538 |
Profit Factor | 0.3529 | 2.8867 | 0.1585 | 0.886 | 2.2693 | 0.5582 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 28 | 27 | 54 | 25 | 29 |
Losing Trades | 31 | 15 | 16 | 32 | 18 | 14 |
Profitability (%) | 63.9535 | 65.1163 | 62.7907 | 62.7907 | 58.1395 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.1989 | 1.5464 | 0.0939 | 0.525 | 1.6339 | 0.2695 |
Largest Winning Trade | 105850 | 105850 | 34907 | 92356644 | 92356644 | 82593062 |
Largest Losing Trade | -1777108 | -35549 | -1777108 | -343030939 | -26038824 | -343030939 |
Avg Bars in Trades | 75 | 74 | 75 | 75 | 74 | 75 |
Avg Bars in Winners | 67 | 68 | 66 | 70 | 82 | 60 |
Avg Bars in Losers | 88 | 85 | 91 | 82 | 63 | 106 |
Bars Traded | 6451 | 3203 | 3248 | 6451 | 3203 | 3248 |
Profit Streak | 130.2791 | 130.2791 | 136.2791 | 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 | -577077 | -150052 | -578108 | -578612 | 527910 | -578466 |
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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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