Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2081941.9771 | 212485.7038 | -2294427.6809 | -63628875.8943 | 60116028.7012 | -123744904.5956 |
Total P&L (%) | -2081.942 | 212.4857 | -2294.4277 | -63628.8759 | 60116.0287 | -123744.9046 |
Avg Daily Profit (%) | -0.9178 | 0.0937 | -1.0114 | 0 | 0.2825 | 0 |
Buy And Hold Return (%) | 10106.739 | 10106.739 | 10106.739 | 10106.739 | 10106.739 | 10106.739 |
Max Trade Drawdown | -2254814 | -53910 | -2329326 | -197347553 | -31606394 | -191205055 |
Profit Factor | 0.2351 | 2.3938 | 0.107 | 0.7723 | 1.8605 | 0.4095 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 65 | 33 | 32 | 60 | 30 | 30 |
Losing Trades | 18 | 9 | 9 | 23 | 12 | 11 |
Profitability (%) | 78.3133 | 78.5714 | 78.0488 | 72.2892 | 71.4286 | 73.1707 |
Ratio Avg Win / Avg Loss | 0.0651 | 0.6528 | 0.0301 | 0.296 | 0.7442 | 0.1502 |
Largest Winning Trade | 40138 | 40138 | 30338 | 49812751 | 49812751 | 14854403 |
Largest Losing Trade | -2028589 | -53910 | -2028589 | -135767562 | -19485879 | -135767562 |
Avg Bars in Trades | 49 | 53 | 45 | 49 | 53 | 45 |
Avg Bars in Winners | 27 | 32 | 22 | 32 | 40 | 25 |
Avg Bars in Losers | 130 | 132 | 128 | 93 | 88 | 100 |
Bars Traded | 4129 | 2258 | 1871 | 4129 | 2258 | 1871 |
Profit Streak | 134.7083 | 134.7083 | 253.2083 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577147 | -227595 | -576135 | -578888 | 418189 | -577738 |
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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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