Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2031013.9208 | 228156.8684 | -2259170.7892 | -44174846.0065 | 97736294.1396 | -141911140.1461 |
Total P&L (%) | -2031.0139 | 228.1569 | -2259.1708 | -44174.846 | 97736.2941 | -141911.1401 |
Avg Daily Profit (%) | -0.8982 | 0.1009 | -0.999 | 0 | 0.305 | 0 |
Buy And Hold Return (%) | 10527.4029 | 10527.4029 | 10527.4029 | 10527.4029 | 10527.4029 | 10527.4029 |
Max Trade Drawdown | -2260144 | -69598 | -2315738 | -289943633 | -55069535 | -310499709 |
Profit Factor | 0.2581 | 2.33 | 0.1196 | 0.8996 | 1.9192 | 0.5749 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 55 | 26 | 29 | 54 | 25 | 29 |
Losing Trades | 23 | 13 | 10 | 24 | 14 | 10 |
Profitability (%) | 70.5128 | 66.6667 | 74.359 | 69.2308 | 64.1026 | 74.359 |
Ratio Avg Win / Avg Loss | 0.1079 | 1.165 | 0.0412 | 0.3998 | 1.0748 | 0.1982 |
Largest Winning Trade | 64159 | 64159 | 41469 | 38250990 | 38250990 | 35147754 |
Largest Losing Trade | -1955469 | -51043 | -1955469 | -142794847 | -36759913 | -142794847 |
Avg Bars in Trades | 80 | 86 | 75 | 80 | 86 | 75 |
Avg Bars in Winners | 52 | 64 | 40 | 58 | 77 | 42 |
Avg Bars in Losers | 149 | 128 | 175 | 130 | 102 | 170 |
Bars Traded | 6305 | 3360 | 2945 | 6305 | 3360 | 2945 |
Profit Streak | 130.022 | 130.022 | 247.3554 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615659 | -217982 | -577009 | -616784 | 479405 | -577599 |
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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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