Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3421597.3523 | -33986.8696 | -3387610.4827 | 299732311.324 | 202470469.6802 | 97261841.6437 |
Total P&L (%) | -3421.5974 | -33.9869 | -3387.6105 | 299732.3113 | 202470.4697 | 97261.8416 |
Avg Daily Profit (%) | -1.6744 | -0.0166 | -1.6577 | 0.3925 | 0.3733 | 0.3373 |
Buy And Hold Return (%) | 2556.2856 | 2556.2856 | 2556.2856 | 2556.2856 | 2556.2856 | 2556.2856 |
Max Trade Drawdown | -3549277 | -43323 | -3514260 | -1018290659 | -51279742 | -1019045957 |
Profit Factor | 0.1375 | 0.6403 | 0.1253 | 1.1292 | 2.9081 | 1.0439 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 17 | 22 | 43 | 20 | 23 |
Losing Trades | 34 | 20 | 14 | 30 | 17 | 13 |
Profitability (%) | 53.4247 | 45.9459 | 61.1111 | 58.9041 | 54.0541 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.1199 | 0.7533 | 0.0797 | 0.7878 | 2.4719 | 0.5901 |
Largest Winning Trade | 77894 | 9375 | 77894 | 985584176 | 76640597 | 985584176 |
Largest Losing Trade | -1384686 | -14471 | -1384686 | -829106244 | -30564077 | -829106244 |
Avg Bars in Trades | 53 | 2 | 105 | 53 | 2 | 105 |
Avg Bars in Winners | 43 | 3 | 74 | 46 | 2 | 84 |
Avg Bars in Losers | 65 | 2 | 154 | 63 | 3 | 143 |
Bars Traded | 3913 | 102 | 3811 | 3913 | 102 | 3811 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 392.2705 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -656333 | -582071 | -579339 | -145226 | 571685 | -162266 |
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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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