Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2475381.1299 | 103911.9371 | -2579293.067 | 76119556.3504 | 42527618.1109 | 33591938.2394 |
Total P&L (%) | -2475.3811 | 103.9119 | -2579.2931 | 76119.5564 | 42527.6181 | 33591.9382 |
Avg Daily Profit (%) | -1.0881 | 0.0457 | -1.1338 | 0.2921 | 0.2665 | 0.2561 |
Buy And Hold Return (%) | 9126.9622 | 9126.9622 | 9126.9622 | 9126.9622 | 9126.9622 | 9126.9622 |
Max Trade Drawdown | -2590518 | -37793 | -2655913 | -148638342 | -21066087 | -153191906 |
Profit Factor | 0.1885 | 1.7457 | 0.1139 | 1.3743 | 2.4467 | 1.1931 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 47 | 22 | 25 | 51 | 25 | 26 |
Losing Trades | 30 | 17 | 13 | 26 | 14 | 12 |
Profitability (%) | 61.039 | 56.4103 | 65.7895 | 66.2338 | 64.1026 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.1203 | 1.349 | 0.0592 | 0.7006 | 1.3702 | 0.5507 |
Largest Winning Trade | 37218 | 35872 | 37218 | 100273513 | 15895818 | 100273513 |
Largest Losing Trade | -2082176 | -18717 | -2082176 | -148036226 | -12398073 | -148036226 |
Avg Bars in Trades | 80 | 40 | 122 | 80 | 40 | 122 |
Avg Bars in Winners | 62 | 32 | 89 | 74 | 38 | 109 |
Avg Bars in Losers | 109 | 51 | 185 | 92 | 43 | 149 |
Bars Traded | 6219 | 1579 | 4640 | 6219 | 1579 | 4640 |
Profit Streak | 147.4448 | 148.4448 | 0 | 147.4448 | 148.4448 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624773 | -294059 | -578718 | -35625 | 465977 | -1378 |
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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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