Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2661027.0742 | 83881.1479 | -2744908.2221 | -23001488.9054 | -118765461.2732 | 95763972.3678 |
Total P&L (%) | -2661.0271 | 83.8811 | -2744.9082 | -23001.4889 | -118765.4613 | 95763.9724 |
Avg Daily Profit (%) | -1.4295 | 0.0451 | -1.4746 | 0 | 0 | 0.3695 |
Buy And Hold Return (%) | 6973.6191 | 6973.6191 | 6973.6191 | 6973.6191 | 6973.6191 | 6973.6191 |
Max Trade Drawdown | -2851461 | -76773 | -2857011 | -219610526 | -119306393 | -139270209 |
Profit Factor | 0.1918 | 1.6663 | 0.1331 | 0.9325 | 0.2835 | 1.5471 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 59 | 29 | 30 | 42 | 18 | 24 |
Losing Trades | 22 | 12 | 10 | 39 | 23 | 16 |
Profitability (%) | 72.8395 | 70.7317 | 75 | 51.8519 | 43.9024 | 60 |
Ratio Avg Win / Avg Loss | 0.0715 | 0.6895 | 0.0444 | 0.8659 | 0.3622 | 1.0314 |
Largest Winning Trade | 48990 | 23156 | 48990 | 67805322 | 21114536 | 67805322 |
Largest Losing Trade | -1989495 | -41790 | -1989495 | -102835722 | -81059086 | -102835722 |
Avg Bars in Trades | 84 | 14 | 157 | 84 | 14 | 157 |
Avg Bars in Winners | 47 | 9 | 84 | 81 | 11 | 133 |
Avg Bars in Losers | 185 | 25 | 377 | 89 | 15 | 194 |
Bars Traded | 6882 | 574 | 6308 | 6882 | 574 | 6308 |
Profit Streak | 92.9709 | 264.9709 | 92.9709 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592457 | -293727 | -576950 | -596815 | -582835 | 446575 |
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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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