Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2562419.5116 | -4042.4177 | -2558377.0938 | -4294739.0119 | -48797103.0579 | 44502364.0459 |
Total P&L (%) | -2562.4195 | -4.0424 | -2558.3771 | -4294.739 | -48797.1031 | 44502.364 |
Avg Daily Profit (%) | -1.378 | -0.0022 | -1.3758 | 0 | 0 | 0.3286 |
Buy And Hold Return (%) | 8318.2594 | 8318.2594 | 8318.2594 | 8318.2594 | 8318.2594 | 8318.2594 |
Max Trade Drawdown | -2656889 | -126788 | -2621557 | -64456463 | -57945908 | -30135801 |
Profit Factor | 0.1914 | 0.9852 | 0.1163 | 0.9652 | 0.3838 | 2.0034 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 128 | 57 | 71 | 85 | 37 | 48 |
Losing Trades | 42 | 28 | 14 | 85 | 48 | 37 |
Profitability (%) | 75.2941 | 67.0588 | 83.5294 | 50 | 43.5294 | 56.4706 |
Ratio Avg Win / Avg Loss | 0.0628 | 0.484 | 0.0229 | 0.9652 | 0.498 | 1.5443 |
Largest Winning Trade | 21036 | 15670 | 21036 | 33678864 | 3898978 | 33678864 |
Largest Losing Trade | -1820420 | -57950 | -1820420 | -24974868 | -24974868 | -20088486 |
Avg Bars in Trades | 20 | 14 | 27 | 20 | 14 | 27 |
Avg Bars in Winners | 7 | 5 | 9 | 18 | 8 | 27 |
Avg Bars in Losers | 62 | 33 | 121 | 22 | 19 | 27 |
Bars Traded | 3562 | 1227 | 2336 | 3562 | 1227 | 2336 |
Profit Streak | 42.3573 | 80.8573 | 0 | 0 | 0 | 79.8573 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575779 | -577375 | -576317 | -579609 | -583343 | 474889 |
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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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