Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2022629.8139 | 194832.763 | -2217462.5769 | -103210108.4252 | 99927228.1903 | -203137336.6155 |
Total P&L (%) | -2022.6298 | 194.8328 | -2217.4626 | -103210.1084 | 99927.2282 | -203137.3366 |
Avg Daily Profit (%) | -0.8918 | 0.0859 | -0.9777 | 0 | 0.3051 | 0 |
Buy And Hold Return (%) | 12491.9168 | 12491.9168 | 12491.9168 | 12491.9168 | 12491.9168 | 12491.9168 |
Max Trade Drawdown | -2199801 | -54303 | -2288260 | -324306193 | -32315428 | -315140916 |
Profit Factor | 0.2562 | 2.1846 | 0.132 | 0.7703 | 2.0385 | 0.4248 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 72 | 37 | 35 | 63 | 32 | 31 |
Losing Trades | 16 | 7 | 9 | 25 | 12 | 13 |
Profitability (%) | 81.8182 | 84.0909 | 79.5455 | 71.5909 | 72.7273 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.0569 | 0.4133 | 0.0339 | 0.3057 | 0.7644 | 0.1781 |
Largest Winning Trade | 46402 | 46402 | 29719 | 58534362 | 58534362 | 21529440 |
Largest Losing Trade | -1813022 | -54303 | -1813022 | -158559285 | -23596520 | -158559285 |
Avg Bars in Trades | 48 | 51 | 44 | 48 | 51 | 44 |
Avg Bars in Winners | 23 | 25 | 21 | 28 | 33 | 24 |
Avg Bars in Losers | 157 | 187 | 135 | 96 | 100 | 92 |
Bars Traded | 4234 | 2266 | 1968 | 4234 | 2266 | 1968 |
Profit Streak | 139.8558 | 139.8558 | 254.3558 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574753 | -236969 | -575514 | -577466 | 469331 | -578068 |
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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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