Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1966466.0425 | 283008.2949 | -2249474.3373 | -39419161.2711 | 94942434.6512 | -134361595.9223 |
Total P&L (%) | -1966.466 | 283.0083 | -2249.4743 | -39419.1613 | 94942.4347 | -134361.5959 |
Avg Daily Profit (%) | -0.8667 | 0.1247 | -0.9914 | 0 | 0.3027 | 0 |
Buy And Hold Return (%) | 11520.2775 | 11520.2775 | 11520.2775 | 11520.2775 | 11520.2775 | 11520.2775 |
Max Trade Drawdown | -2273501 | -64717 | -2318814 | -269627923 | -20719648 | -269486965 |
Profit Factor | 0.2867 | 2.4862 | 0.1236 | 0.8889 | 2.314 | 0.5246 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 18 | 18 | 31 | 16 | 15 |
Losing Trades | 30 | 15 | 15 | 35 | 17 | 18 |
Profitability (%) | 54.5455 | 54.5455 | 54.5455 | 46.9697 | 48.4848 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.239 | 2.0719 | 0.103 | 1.0036 | 2.4586 | 0.6295 |
Largest Winning Trade | 97786 | 97786 | 47485 | 42361856 | 42361856 | 27327901 |
Largest Losing Trade | -1876538 | -31780 | -1876538 | -194892399 | -13857473 | -194892399 |
Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Winners | 55 | 54 | 55 | 64 | 64 | 64 |
Avg Bars in Losers | 76 | 75 | 77 | 65 | 63 | 66 |
Bars Traded | 4273 | 2110 | 2163 | 4273 | 2110 | 2163 |
Profit Streak | 147.2947 | 147.2947 | 263.2947 | 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 | -707244 | -185625 | -578840 | -709067 | 457460 | -582570 |
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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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