Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1859835.0575 | 295340.0307 | -2155175.0882 | -76089258.4409 | 60254970.2065 | -136344228.6474 |
Total P&L (%) | -1859.8351 | 295.34 | -2155.1751 | -76089.2584 | 60254.9702 | -136344.2286 |
Avg Daily Profit (%) | -0.821 | 0.1304 | -0.9514 | 0 | 0.283 | 0 |
Buy And Hold Return (%) | 10617.4114 | 10617.4114 | 10617.4114 | 10617.4114 | 10617.4114 | 10617.4114 |
Max Trade Drawdown | -2126275 | -68813 | -2247885 | -190142738 | -30957823 | -192064280 |
Profit Factor | 0.2818 | 3.0154 | 0.1179 | 0.7239 | 2.0009 | 0.367 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 47 | 25 | 22 | 42 | 20 | 22 |
Losing Trades | 15 | 6 | 9 | 20 | 11 | 9 |
Profitability (%) | 75.8065 | 80.6452 | 70.9677 | 67.7419 | 64.5161 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.0899 | 0.7237 | 0.0482 | 0.3447 | 1.1005 | 0.1501 |
Largest Winning Trade | 78401 | 78401 | 34284 | 39792430 | 39792430 | 16695598 |
Largest Losing Trade | -1971557 | -54367 | -1971557 | -130040003 | -15120815 | -130040003 |
Avg Bars in Trades | 103 | 111 | 96 | 103 | 111 | 96 |
Avg Bars in Winners | 71 | 73 | 68 | 89 | 101 | 78 |
Avg Bars in Losers | 206 | 266 | 166 | 134 | 128 | 141 |
Bars Traded | 6442 | 3446 | 2996 | 6442 | 3446 | 2996 |
Profit Streak | 98.0314 | 134.3647 | 98.0314 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734494 | -176442 | -577141 | -736977 | 446288 | -578099 |
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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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