Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1719959.9541 | 302647.2778 | -2022607.2319 | -65790526.5621 | 89362630.6156 | -155153157.1777 |
Total P&L (%) | -1719.96 | 302.6473 | -2022.6072 | -65790.5266 | 89362.6306 | -155153.1572 |
Avg Daily Profit (%) | -0.7616 | 0.134 | -0.8956 | 0 | 0.3014 | 0 |
Buy And Hold Return (%) | 10277.9924 | 10277.9924 | 10277.9924 | 10277.9924 | 10277.9924 | 10277.9924 |
Max Trade Drawdown | -2075341 | -111120 | -2125069 | -288684867 | -68539914 | -245108243 |
Profit Factor | 0.3223 | 2.2592 | 0.1197 | 0.861 | 1.507 | 0.4774 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 21 | 25 | 47 | 23 | 24 |
Losing Trades | 44 | 24 | 20 | 43 | 22 | 21 |
Profitability (%) | 51.1111 | 46.6667 | 55.5556 | 52.2222 | 51.1111 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.3083 | 2.5819 | 0.0958 | 0.7877 | 1.4414 | 0.4177 |
Largest Winning Trade | 109168 | 109168 | 47320 | 90746345 | 90746345 | 48302390 |
Largest Losing Trade | -1672353 | -45336 | -1672353 | -213031730 | -68539914 | -213031730 |
Avg Bars in Trades | 70 | 86 | 54 | 70 | 86 | 54 |
Avg Bars in Winners | 69 | 86 | 54 | 70 | 89 | 52 |
Avg Bars in Losers | 71 | 85 | 53 | 69 | 82 | 56 |
Bars Traded | 6308 | 3871 | 2437 | 6308 | 3871 | 2437 |
Profit Streak | 0 | 0 | 29.5522 | 21.5522 | 32.5522 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580393 | -176828 | -579451 | -579699 | 412539 | -580279 |
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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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