Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1970115.6019 | 504798.0605 | -2474913.6624 | 836325213.5978 | -401574296.4381 | 1237899510.0359 |
Total P&L (%) | -1970.1156 | 504.7981 | -2474.9137 | 836325.2136 | -401574.2964 | 1237899.51 |
Avg Daily Profit (%) | -0.8713 | 0.2233 | -1.0946 | 0.4003 | 0 | 0.4177 |
Buy And Hold Return (%) | 10470.0114 | 10470.0114 | 10470.0114 | 10470.0114 | 10470.0114 | 10470.0114 |
Max Trade Drawdown | -2495957 | -72258 | -2596454 | -938255889 | -685721883 | -359772173 |
Profit Factor | 0.3399 | 5.4077 | 0.1376 | 1.5972 | 0.5735 | 3.698 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 49 | 23 | 26 | 39 | 19 | 20 |
Losing Trades | 29 | 16 | 13 | 39 | 20 | 19 |
Profitability (%) | 62.8205 | 58.9744 | 66.6667 | 50 | 48.7179 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.2011 | 3.7619 | 0.0688 | 1.5972 | 0.6037 | 3.5131 |
Largest Winning Trade | 135116 | 135116 | 43667 | 939167209 | 290138429 | 939167209 |
Largest Losing Trade | -2495957 | -37261 | -2495957 | -295883823 | -295883823 | -109691203 |
Avg Bars in Trades | 53 | 57 | 50 | 53 | 57 | 50 |
Avg Bars in Winners | 45 | 52 | 39 | 60 | 62 | 58 |
Avg Bars in Losers | 68 | 64 | 73 | 47 | 51 | 42 |
Bars Traded | 4192 | 2223 | 1969 | 4192 | 2223 | 1969 |
Profit Streak | 0 | 0 | 239.85 | 0 | 0 | 473.85 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617615 | -148263 | -577624 | -26017 | -581255 | 657438 |
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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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