Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1658433.239 | 381411.6834 | -2039844.9224 | -74976636.474 | 46708423.3382 | -121685059.8122 |
Total P&L (%) | -1658.4332 | 381.4117 | -2039.8449 | -74976.6365 | 46708.4233 | -121685.0598 |
Avg Daily Profit (%) | -0.7309 | 0.1681 | -0.899 | 0 | 0.2714 | 0 |
Buy And Hold Return (%) | 10790.0973 | 10790.0973 | 10790.0973 | 10790.0973 | 10790.0973 | 10790.0973 |
Max Trade Drawdown | -1884593 | -83639 | -2097684 | -154493719 | -34144014 | -159910931 |
Profit Factor | 0.3449 | 3.1178 | 0.1326 | 0.6927 | 1.8028 | 0.3452 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 50 | 25 | 25 | 45 | 22 | 23 |
Losing Trades | 25 | 13 | 12 | 30 | 16 | 14 |
Profitability (%) | 66.6667 | 65.7895 | 67.5676 | 60 | 57.8947 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.1725 | 1.6213 | 0.0636 | 0.4618 | 1.3112 | 0.2101 |
Largest Winning Trade | 100586 | 100586 | 39420 | 38516252 | 38516252 | 13544085 |
Largest Losing Trade | -1861251 | -46574 | -1861251 | -145320271 | -22983737 | -145320271 |
Avg Bars in Trades | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Winners | 44 | 47 | 40 | 55 | 59 | 50 |
Avg Bars in Losers | 87 | 91 | 83 | 64 | 66 | 61 |
Bars Traded | 4400 | 2377 | 2023 | 4400 | 2377 | 2023 |
Profit Streak | 11.2906 | 126.2906 | 0 | 0 | 0 | 57.7906 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638981 | -149060 | -578495 | -640481 | 362256 | -578635 |
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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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