Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1380548.376 | 567812.9745 | -1948361.3505 | 15911922.6816 | -72639668.6099 | 88551591.2915 |
Total P&L (%) | -1380.5484 | 567.813 | -1948.3614 | 15911.9227 | -72639.6686 | 88551.5913 |
Avg Daily Profit (%) | -0.6095 | 0.2507 | -0.8602 | 0.2244 | 0 | 0.3001 |
Buy And Hold Return (%) | 10787.5571 | 10787.5571 | 10787.5571 | 10787.5571 | 10787.5571 | 10787.5571 |
Max Trade Drawdown | -1892883 | -74721 | -2010866 | -125422880 | -79165341 | -83676447 |
Profit Factor | 0.4727 | 3.1237 | 0.1712 | 1.0539 | 0.493 | 1.5821 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 95 | 41 | 54 | 83 | 46 | 37 |
Losing Trades | 76 | 44 | 32 | 88 | 39 | 49 |
Profitability (%) | 55.5556 | 48.2353 | 62.7907 | 48.538 | 54.1176 | 43.0233 |
Ratio Avg Win / Avg Loss | 0.3782 | 3.3523 | 0.1015 | 1.1173 | 0.418 | 2.0952 |
Largest Winning Trade | 420165 | 420165 | 36219 | 85038881 | 11929683 | 85038881 |
Largest Losing Trade | -1865993 | -39237 | -1865993 | -19453045 | -19453045 | -17764820 |
Avg Bars in Trades | 37 | 31 | 44 | 37 | 31 | 44 |
Avg Bars in Winners | 31 | 28 | 33 | 39 | 30 | 51 |
Avg Bars in Losers | 46 | 34 | 62 | 36 | 33 | 38 |
Bars Traded | 6487 | 2694 | 3793 | 6487 | 2694 | 3793 |
Profit Streak | 0 | 142.1337 | 0 | 0 | 142.1337 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579162 | -151389 | -579166 | -170698 | -579609 | 315890 |
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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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