Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -933231.9242 | 115034.4253 | -1048266.3495 | -10781720.1923 | 31121395.761 | -41903115.9533 |
Total P&L (%) | -933.2319 | 115.0344 | -1048.2663 | -10781.7202 | 31121.3958 | -41903.116 |
Avg Daily Profit (%) | -0.392 | 0.0483 | -0.4404 | 0 | 0.2416 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1146501 | -79536 | -1266994 | -124601249 | -37932183 | -101107168 |
Profit Factor | 0.5272 | 1.3281 | 0.3542 | 0.9527 | 1.3868 | 0.7155 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 67 | 32 | 35 | 43 | 22 | 21 |
Losing Trades | 28 | 15 | 13 | 52 | 25 | 27 |
Profitability (%) | 70.5263 | 68.0851 | 72.9167 | 45.2632 | 46.8085 | 43.75 |
Ratio Avg Win / Avg Loss | 0.2203 | 0.6225 | 0.1316 | 1.1521 | 1.5759 | 0.9199 |
Largest Winning Trade | 93652 | 93652 | 57109 | 59723986 | 59723986 | 34139457 |
Largest Losing Trade | -798681 | -62941 | -798681 | -28449175 | -16382920 | -28449175 |
Avg Bars in Trades | 146 | 115 | 176 | 146 | 115 | 176 |
Avg Bars in Winners | 76 | 61 | 90 | 170 | 133 | 208 |
Avg Bars in Losers | 314 | 231 | 410 | 127 | 99 | 152 |
Bars Traded | 13932 | 5440 | 8492 | 13932 | 5440 | 8492 |
Profit Streak | 85.3876 | 85.3876 | 279.3876 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576133 | -126398 | -576281 | -580700 | 322499 | -583119 |
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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) |
---|