Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5939874.6387 | 250359.5459 | -6190234.1846 | 116499069.4636 | -64467477.8823 | 180966547.3459 |
Total P&L (%) | -5939.8746 | 250.3595 | -6190.2342 | 116499.0695 | -64467.4779 | 180966.5473 |
Avg Daily Profit (%) | -2.6242 | 0.1106 | -2.7348 | 0.3125 | 0 | 0.332 |
Buy And Hold Return (%) | 12133.7201 | 12133.7201 | 12133.7201 | 12133.7201 | 12133.7201 | 12133.7201 |
Max Trade Drawdown | -6214321 | -53489 | -6305350 | -188997816 | -109722892 | -159073702 |
Profit Factor | 0.1088 | 2.4473 | 0.0464 | 1.2342 | 0.7554 | 1.7741 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 30 | 28 | 48 | 23 | 25 |
Losing Trades | 34 | 16 | 18 | 44 | 23 | 21 |
Profitability (%) | 63.0435 | 65.2174 | 60.8696 | 52.1739 | 50 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.0638 | 1.3052 | 0.0299 | 1.1314 | 0.7554 | 1.4903 |
Largest Winning Trade | 105752 | 105752 | 42090 | 235749738 | 50672148 | 235749738 |
Largest Losing Trade | -6196180 | -41848 | -6196180 | -40805120 | -36265710 | -40805120 |
Avg Bars in Trades | 46 | 49 | 42 | 46 | 49 | 42 |
Avg Bars in Winners | 34 | 37 | 32 | 51 | 62 | 41 |
Avg Bars in Losers | 65 | 73 | 58 | 40 | 37 | 43 |
Bars Traded | 4236 | 2293 | 1943 | 4236 | 2293 | 1943 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578563 | -205509 | -579295 | 331489 | -580704 | 434017 |
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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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