Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1431930.553 | 496692.6094 | -1928623.1624 | 483354750.0573 | -421232673.4877 | 904587423.545 |
Total P&L (%) | -1431.9306 | 496.6926 | -1928.6232 | 483354.7501 | -421232.6735 | 904587.4235 |
Avg Daily Profit (%) | -0.628 | 0.2178 | -0.8459 | 0.3728 | 0 | 0.4004 |
Buy And Hold Return (%) | 8882.2668 | 8882.2668 | 8882.2668 | 8882.2668 | 8882.2668 | 8882.2668 |
Max Trade Drawdown | -1955652 | -57801 | -1992101 | -583557007 | -526124460 | -206533549 |
Profit Factor | 0.4023 | 4.2662 | 0.1404 | 1.3779 | 0.523 | 3.2845 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 54 | 25 | 29 | 36 | 18 | 18 |
Losing Trades | 32 | 18 | 14 | 50 | 25 | 25 |
Profitability (%) | 62.7907 | 58.1395 | 67.4419 | 41.8605 | 41.8605 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.2384 | 3.0717 | 0.0678 | 1.9137 | 0.7264 | 4.5618 |
Largest Winning Trade | 157147 | 157147 | 42155 | 1012811934 | 122213571 | 1012811934 |
Largest Losing Trade | -1955652 | -35781 | -1955652 | -251531475 | -251531475 | -119197610 |
Avg Bars in Trades | 49 | 51 | 48 | 49 | 51 | 48 |
Avg Bars in Winners | 44 | 55 | 34 | 52 | 57 | 47 |
Avg Bars in Losers | 59 | 47 | 75 | 47 | 47 | 48 |
Bars Traded | 4294 | 2224 | 2070 | 4294 | 2224 | 2070 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578612 | -149641 | -578466 | 296991 | -583892 | 464937 |
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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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