Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1690791.2883 | 333627.4044 | -2024418.6926 | -235962646.0676 | 354053192.6767 | -590015838.7443 |
Total P&L (%) | -1690.7913 | 333.6274 | -2024.4187 | -235962.6461 | 354053.1927 | -590015.8387 |
Avg Daily Profit (%) | -0.7478 | 0.1476 | -0.8954 | 0 | 0.3621 | 0 |
Buy And Hold Return (%) | 10573.3607 | 10573.3607 | 10573.3607 | 10573.3607 | 10573.3607 | 10573.3607 |
Max Trade Drawdown | -2083462 | -56073 | -2097194 | -819299237 | -132523257 | -830052359 |
Profit Factor | 0.3153 | 3.3855 | 0.131 | 0.7985 | 2.2933 | 0.3426 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 24 | 23 | 48 | 22 | 26 |
Losing Trades | 27 | 13 | 14 | 26 | 15 | 11 |
Profitability (%) | 63.5135 | 64.8649 | 62.1622 | 64.8649 | 59.4595 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.1811 | 1.8338 | 0.0797 | 0.4325 | 1.5636 | 0.1449 |
Largest Winning Trade | 78083 | 78083 | 43739 | 201291948 | 201291948 | 60464831 |
Largest Losing Trade | -1720793 | -50930 | -1720793 | -708428485 | -107958145 | -708428485 |
Avg Bars in Trades | 85 | 90 | 79 | 85 | 90 | 79 |
Avg Bars in Winners | 66 | 72 | 60 | 77 | 90 | 67 |
Avg Bars in Losers | 116 | 122 | 111 | 98 | 90 | 109 |
Bars Traded | 6291 | 3341 | 2950 | 6291 | 3341 | 2950 |
Profit Streak | 85.0882 | 129.0882 | 0 | 0 | 0 | 247.0882 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646967 | -152867 | -579195 | -647350 | 540763 | -577554 |
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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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