Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3187685.7241 | -62158.2438 | -3125527.4803 | -136236.8099 | 416307101.1628 | -416443337.9727 |
Total P&L (%) | -3187.6857 | -62.1582 | -3125.5275 | -136.2368 | 416307.1012 | -416443.338 |
Avg Daily Profit (%) | -1.5605 | -0.0304 | -1.5301 | 0 | 0.4088 | 0 |
Buy And Hold Return (%) | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 |
Max Trade Drawdown | -3337151 | -124566 | -3252849 | -568302070 | -60136485 | -666925240 |
Profit Factor | 0.1693 | 0.8218 | 0.1041 | 0.9998 | 4.5828 | 0.3979 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 52 | 25 | 27 | 48 | 23 | 25 |
Losing Trades | 27 | 14 | 13 | 31 | 16 | 15 |
Profitability (%) | 65.8228 | 64.1026 | 67.5 | 60.7595 | 58.9744 | 62.5 |
Ratio Avg Win / Avg Loss | 0.0879 | 0.4602 | 0.0501 | 0.6457 | 3.1881 | 0.2388 |
Largest Winning Trade | 41922 | 41922 | 34093 | 320747655 | 320747655 | 202367627 |
Largest Losing Trade | -1634233 | -75712 | -1634233 | -538621682 | -37369552 | -538621682 |
Avg Bars in Trades | 150 | 136 | 163 | 150 | 136 | 163 |
Avg Bars in Winners | 64 | 48 | 79 | 123 | 114 | 132 |
Avg Bars in Losers | 314 | 292 | 339 | 190 | 167 | 215 |
Bars Traded | 11860 | 5305 | 6555 | 11860 | 5305 | 6555 |
Profit Streak | 0 | 410.888 | 0 | 334.0547 | 0 | 483.5547 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609726 | -578343 | -578481 | -609796 | 665844 | -578168 |
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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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