Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2133089.737 | 222914.4714 | -2356004.2084 | -78023246.0237 | 43764339.3002 | -121787585.3239 |
Total P&L (%) | -2133.0897 | 222.9145 | -2356.0042 | -78023.246 | 43764.3393 | -121787.5853 |
Avg Daily Profit (%) | -0.9451 | 0.0988 | -1.0439 | 0 | 0.2699 | 0 |
Buy And Hold Return (%) | 8796.9076 | 8796.9076 | 8796.9076 | 8796.9076 | 8796.9076 | 8796.9076 |
Max Trade Drawdown | -2351892 | -51743 | -2400533 | -178377077 | -33027646 | -189735435 |
Profit Factor | 0.2335 | 2.5275 | 0.1065 | 0.735 | 1.5193 | 0.4206 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 74 | 37 | 37 | 71 | 34 | 37 |
Losing Trades | 21 | 11 | 10 | 24 | 14 | 10 |
Profitability (%) | 77.8947 | 77.0833 | 78.7234 | 74.7368 | 70.8333 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.0663 | 0.7514 | 0.0288 | 0.2485 | 0.6256 | 0.1137 |
Largest Winning Trade | 47527 | 47527 | 39744 | 37399114 | 37399114 | 14227394 |
Largest Losing Trade | -2118514 | -45497 | -2118514 | -139314843 | -25103686 | -139314843 |
Avg Bars in Trades | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Winners | 23 | 27 | 19 | 26 | 34 | 20 |
Avg Bars in Losers | 115 | 112 | 118 | 92 | 77 | 113 |
Bars Traded | 4132 | 2242 | 1889 | 4132 | 2242 | 1889 |
Profit Streak | 122.6112 | 122.6112 | 238.1112 | 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 | -575672 | -220690 | -576001 | -577040 | 353741 | -576973 |
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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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