Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2188300.6742 | 217774.5701 | -2406075.2443 | -92813929.2472 | 118598262.4415 | -211412191.6887 |
Total P&L (%) | -2188.3007 | 217.7746 | -2406.0752 | -92813.9292 | 118598.2624 | -211412.1917 |
Avg Daily Profit (%) | -0.9638 | 0.0959 | -1.0597 | 0 | 0.3123 | 0 |
Buy And Hold Return (%) | 10035.369 | 10035.369 | 10035.369 | 10035.369 | 10035.369 | 10035.369 |
Max Trade Drawdown | -2442022 | -53910 | -2460341 | -338801166 | -50831795 | -322494823 |
Profit Factor | 0.2327 | 2.509 | 0.1114 | 0.7981 | 2.2083 | 0.4153 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 68 | 34 | 34 | 65 | 32 | 33 |
Losing Trades | 14 | 7 | 7 | 17 | 9 | 8 |
Profitability (%) | 82.9268 | 82.9268 | 82.9268 | 79.2683 | 78.0488 | 80.4878 |
Ratio Avg Win / Avg Loss | 0.0479 | 0.5166 | 0.0229 | 0.2087 | 0.6211 | 0.1007 |
Largest Winning Trade | 46402 | 46402 | 29719 | 70966807 | 70966807 | 24367932 |
Largest Losing Trade | -2095982 | -53910 | -2095982 | -203034258 | -27760976 | -203034258 |
Avg Bars in Trades | 52 | 55 | 48 | 52 | 55 | 48 |
Avg Bars in Winners | 30 | 35 | 24 | 34 | 42 | 26 |
Avg Bars in Losers | 159 | 153 | 165 | 119 | 103 | 137 |
Bars Traded | 4274 | 2289 | 1985 | 4274 | 2289 | 1985 |
Profit Streak | 136.7489 | 136.7489 | 255.2489 | 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 | -584143 | -223913 | -575597 | -585483 | 507366 | -576805 |
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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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