Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3077551.603 | -110176.2395 | -2967375.3635 | -99972.1052 | 28964501.4875 | -29064473.5927 |
Total P&L (%) | -3077.5516 | -110.1762 | -2967.3754 | -99.9721 | 28964.5015 | -29064.4736 |
Avg Daily Profit (%) | -1.5066 | -0.0539 | -1.4527 | -0.3999 | 0.2781 | 0 |
Buy And Hold Return (%) | 3087.7849 | 3087.7849 | 3087.7849 | 3087.7849 | 3087.7849 | 3087.7849 |
Max Trade Drawdown | -3173869 | -145860 | -3063762 | -49090633 | -11698078 | -41169928 |
Profit Factor | 0.1676 | 0.7267 | 0.0992 | 0.9983 | 2.7965 | 0.3207 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 66 | 31 | 35 | 52 | 27 | 25 |
Losing Trades | 31 | 17 | 14 | 45 | 21 | 24 |
Profitability (%) | 68.0412 | 64.5833 | 71.4286 | 53.6082 | 56.25 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.0787 | 0.3985 | 0.0397 | 0.8639 | 2.1751 | 0.3079 |
Largest Winning Trade | 28329 | 28329 | 17887 | 32729002 | 32729002 | 8795691 |
Largest Losing Trade | -1627172 | -77965 | -1627172 | -20133647 | -4905660 | -20133647 |
Avg Bars in Trades | 122 | 118 | 125 | 122 | 118 | 125 |
Avg Bars in Winners | 43 | 39 | 46 | 109 | 114 | 102 |
Avg Bars in Losers | 289 | 263 | 322 | 137 | 123 | 149 |
Bars Traded | 11845 | 5697 | 6148 | 11845 | 5697 | 6148 |
Profit Streak | 0 | 402.9503 | 0 | 0 | 402.9503 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577903 | -577835 | -577903 | -580051 | 572546 | -580549 |
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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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