Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2002732.5434 | 309767.6947 | -2312500.2381 | -139456349.4159 | 216072990.1566 | -355529339.5725 |
Total P&L (%) | -2002.7325 | 309.7677 | -2312.5002 | -139456.3494 | 216072.9902 | -355529.3396 |
Avg Daily Profit (%) | -0.8811 | 0.1363 | -1.0174 | 0 | 0.3384 | 0 |
Buy And Hold Return (%) | 9715.212 | 9715.212 | 9715.212 | 9715.212 | 9715.212 | 9715.212 |
Max Trade Drawdown | -2309216 | -67901 | -2400692 | -636154163 | -70838967 | -663115066 |
Profit Factor | 0.2864 | 2.7123 | 0.1192 | 0.8473 | 1.9843 | 0.4875 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 46 | 23 | 23 | 43 | 21 | 22 |
Losing Trades | 36 | 18 | 18 | 39 | 20 | 19 |
Profitability (%) | 56.0976 | 56.0976 | 56.0976 | 52.439 | 51.2195 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.2241 | 2.1227 | 0.0933 | 0.7685 | 1.8898 | 0.4211 |
Largest Winning Trade | 101330 | 101330 | 43472 | 90456536 | 90456536 | 83024456 |
Largest Losing Trade | -2002729 | -54676 | -2002729 | -315639188 | -50246742 | -315639188 |
Avg Bars in Trades | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Winners | 46 | 49 | 42 | 51 | 61 | 41 |
Avg Bars in Losers | 60 | 60 | 61 | 54 | 46 | 61 |
Bars Traded | 4313 | 2225 | 2088 | 4313 | 2225 | 2088 |
Profit Streak | 143.8146 | 143.8146 | 261.3146 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587382 | -169913 | -578981 | -589239 | 474638 | -580268 |
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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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