Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2611240.0659 | 118129.5156 | -2729369.5816 | -115057786.8436 | 71314474.4126 | -186372261.2562 |
Total P&L (%) | -2611.2401 | 118.1295 | -2729.3696 | -115057.7868 | 71314.4744 | -186372.2613 |
Avg Daily Profit (%) | -1.3969 | 0.0632 | -1.4601 | 0 | 0.3521 | 0 |
Buy And Hold Return (%) | 6107.1896 | 6107.1896 | 6107.1896 | 6107.1896 | 6107.1896 | 6107.1896 |
Max Trade Drawdown | -2676401 | -89494 | -2781957 | -495220034 | -60489182 | -442589986 |
Profit Factor | 0.2118 | 1.5636 | 0.1205 | 0.8142 | 1.5989 | 0.6273 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 46 | 25 | 21 | 43 | 20 | 23 |
Losing Trades | 35 | 16 | 19 | 38 | 21 | 17 |
Profitability (%) | 56.7901 | 60.9756 | 52.5 | 53.0864 | 48.7805 | 57.5 |
Ratio Avg Win / Avg Loss | 0.1612 | 1.0007 | 0.109 | 0.7195 | 1.6788 | 0.4636 |
Largest Winning Trade | 65995 | 65995 | 56614 | 129720684 | 102711192 | 129720684 |
Largest Losing Trade | -1938812 | -42840 | -1938812 | -391688116 | -35927081 | -391688116 |
Avg Bars in Trades | 66 | 30 | 103 | 66 | 30 | 103 |
Avg Bars in Winners | 43 | 23 | 66 | 60 | 28 | 89 |
Avg Bars in Losers | 96 | 40 | 144 | 72 | 31 | 122 |
Bars Traded | 5368 | 1239 | 4129 | 5368 | 1239 | 4129 |
Profit Streak | 42.3285 | 94.9952 | 0 | 0 | 0 | 162.9952 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595624 | -270612 | -580425 | -596655 | 429158 | -578811 |
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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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