Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3584867.7117 | -79877.5751 | -3504990.1366 | 154334.761 | 50398271.8091 | -50243937.0481 |
Total P&L (%) | -3584.8677 | -79.8776 | -3504.9901 | 154.3348 | 50398.2718 | -50243.937 |
Avg Daily Profit (%) | -1.7545 | -0.0391 | -1.7154 | 0.0457 | 0.3051 | 0 |
Buy And Hold Return (%) | 3796.3788 | 3796.3788 | 3796.3788 | 3796.3788 | 3796.3788 | 3796.3788 |
Max Trade Drawdown | -3652911 | -121546 | -3560972 | -115151544 | -34045213 | -93432955 |
Profit Factor | 0.1419 | 0.7978 | 0.0734 | 1.001 | 1.9841 | 0.503 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 20 | 23 | 35 | 17 | 18 |
Losing Trades | 36 | 19 | 17 | 44 | 22 | 22 |
Profitability (%) | 54.4304 | 51.2821 | 57.5 | 44.3038 | 43.5897 | 45 |
Ratio Avg Win / Avg Loss | 0.1188 | 0.7579 | 0.0542 | 1.2584 | 2.5677 | 0.6148 |
Largest Winning Trade | 47328 | 47328 | 31763 | 86572738 | 86572738 | 37476875 |
Largest Losing Trade | -1593725 | -83352 | -1593725 | -39111326 | -15734844 | -39111326 |
Avg Bars in Trades | 95 | 80 | 110 | 95 | 80 | 110 |
Avg Bars in Winners | 49 | 32 | 63 | 76 | 75 | 76 |
Avg Bars in Losers | 151 | 131 | 172 | 110 | 84 | 137 |
Bars Traded | 7552 | 3142 | 4410 | 7552 | 3142 | 4410 |
Profit Streak | 277.2072 | 0 | 282.2072 | 277.2072 | 0 | 282.2072 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610892 | -580591 | -579189 | -549971 | 368399 | -582105 |
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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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