Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2100807.3971 | 136840.779 | -2237648.1761 | -5172013.8187 | -38514701.2568 | 33342687.4381 |
Total P&L (%) | -2100.8074 | 136.8408 | -2237.6482 | -5172.0138 | -38514.7013 | 33342.6874 |
Avg Daily Profit (%) | -1.1328 | 0.0738 | -1.2066 | 0 | 0 | 0.3139 |
Buy And Hold Return (%) | 5080.64 | 5080.64 | 5080.64 | 5080.64 | 5080.64 | 5080.64 |
Max Trade Drawdown | -2369240 | -76879 | -2369550 | -84893221 | -48847653 | -65121057 |
Profit Factor | 0.2571 | 2.0968 | 0.1722 | 0.9659 | 0.3299 | 1.3542 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 53 | 30 | 23 | 46 | 21 | 25 |
Losing Trades | 30 | 12 | 18 | 37 | 21 | 16 |
Profitability (%) | 63.8554 | 71.4286 | 56.0976 | 55.4217 | 50 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.1456 | 0.8387 | 0.1348 | 0.7769 | 0.3299 | 0.8667 |
Largest Winning Trade | 51875 | 51875 | 46785 | 34453476 | 5836399 | 34453476 |
Largest Losing Trade | -1561424 | -37000 | -1561424 | -45858994 | -22326463 | -45858994 |
Avg Bars in Trades | 259 | 73 | 450 | 259 | 73 | 450 |
Avg Bars in Winners | 163 | 55 | 303 | 235 | 63 | 379 |
Avg Bars in Losers | 429 | 116 | 637 | 289 | 82 | 561 |
Bars Traded | 21536 | 3072 | 18464 | 21536 | 3072 | 18464 |
Profit Streak | 38.2732 | 151.3566 | 0 | 0 | 0 | 155.6899 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579436 | -255210 | -579951 | -581352 | -580734 | 356079 |
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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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