Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1539234.1475 | 409127.5362 | -1948361.6837 | -61076873.8932 | 97322623.2681 | -158399497.1613 |
Total P&L (%) | -1539.2341 | 409.1275 | -1948.3617 | -61076.8739 | 97322.6233 | -158399.4972 |
Avg Daily Profit (%) | -0.6803 | 0.1808 | -0.8611 | 0 | 0.3046 | 0 |
Buy And Hold Return (%) | 11181.8111 | 11181.8111 | 11181.8111 | 11181.8111 | 11181.8111 | 11181.8111 |
Max Trade Drawdown | -1852389 | -78405 | -2014710 | -249455490 | -30450009 | -246862818 |
Profit Factor | 0.3573 | 3.6664 | 0.1308 | 0.8171 | 2.3034 | 0.3892 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 16 | 21 | 39 | 16 | 23 |
Losing Trades | 36 | 20 | 16 | 34 | 20 | 14 |
Profitability (%) | 50.6849 | 44.4444 | 56.7568 | 53.4247 | 44.4444 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.3477 | 4.583 | 0.0997 | 0.7124 | 2.8792 | 0.2369 |
Largest Winning Trade | 134425 | 134425 | 41542 | 55297578 | 55297578 | 22633803 |
Largest Losing Trade | -1831806 | -52202 | -1831806 | -206713372 | -21965706 | -206713372 |
Avg Bars in Trades | 88 | 91 | 85 | 88 | 91 | 85 |
Avg Bars in Winners | 92 | 114 | 76 | 99 | 131 | 77 |
Avg Bars in Losers | 83 | 73 | 96 | 75 | 59 | 98 |
Bars Traded | 6448 | 3299 | 3149 | 6448 | 3299 | 3149 |
Profit Streak | 0 | 73.989 | 0 | 49.6556 | 0 | 78.6556 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -656966 | -153108 | -579896 | -655769 | 401574 | -578232 |
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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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