Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2950858.7763 | 31703.1811 | -2982561.9574 | -2189129.9854 | -126588804.6968 | 124399674.7115 |
Total P&L (%) | -2950.8588 | 31.7032 | -2982.562 | -2189.13 | -126588.8047 | 124399.6747 |
Avg Daily Profit (%) | -1.5908 | 0.0171 | -1.6079 | 0 | 0 | 0.3849 |
Buy And Hold Return (%) | 6224.7461 | 6224.7461 | 6224.7461 | 6224.7461 | 6224.7461 | 6224.7461 |
Max Trade Drawdown | -3092513 | -95412 | -3084865 | -233210449 | -128378698 | -155760794 |
Profit Factor | 0.1725 | 1.1998 | 0.1247 | 0.9937 | 0.2726 | 1.7249 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 65 | 31 | 34 | 50 | 21 | 29 |
Losing Trades | 28 | 16 | 12 | 43 | 26 | 17 |
Profitability (%) | 69.8925 | 65.9574 | 73.913 | 53.7634 | 44.6809 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.0743 | 0.6193 | 0.044 | 0.8546 | 0.3376 | 1.0111 |
Largest Winning Trade | 44175 | 40230 | 44175 | 84021960 | 13174461 | 84021960 |
Largest Losing Trade | -2191223 | -42035 | -2191223 | -138421892 | -93632251 | -138421892 |
Avg Bars in Trades | 37 | 5 | 69 | 37 | 5 | 69 |
Avg Bars in Winners | 18 | 3 | 32 | 32 | 4 | 53 |
Avg Bars in Losers | 80 | 9 | 175 | 42 | 6 | 97 |
Bars Traded | 3441 | 250 | 3190 | 3441 | 250 | 3190 |
Profit Streak | 78.9203 | 258.9203 | 0 | 0 | 0 | 155.4203 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577115 | -334356 | -577604 | -580042 | -582487 | 508207 |
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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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