Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1653171.3391 | 463955.9083 | -2117127.2474 | 58597748.8244 | -29835684.3839 | 88433433.2083 |
Total P&L (%) | -1653.1713 | 463.9559 | -2117.1272 | 58597.7488 | -29835.6844 | 88433.4332 |
Avg Daily Profit (%) | -0.7219 | 0.2026 | -0.9245 | 0.2788 | 0 | 0.2968 |
Buy And Hold Return (%) | 6931.1987 | 6931.1987 | 6931.1987 | 6931.1987 | 6931.1987 | 6931.1987 |
Max Trade Drawdown | -2108788 | -58929 | -2256804 | -44098865 | -54958793 | -20019046 |
Profit Factor | 0.3555 | 5.8196 | 0.1425 | 1.5216 | 0.5629 | 3.0055 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 45 | 22 | 23 | 37 | 20 | 17 |
Losing Trades | 25 | 13 | 12 | 33 | 15 | 18 |
Profitability (%) | 64.2857 | 62.8571 | 65.7143 | 52.8571 | 57.1429 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.1975 | 3.4389 | 0.0743 | 1.3571 | 0.4222 | 3.1823 |
Largest Winning Trade | 96150 | 96150 | 47333 | 71100239 | 21905817 | 71100239 |
Largest Losing Trade | -2108788 | -39566 | -2108788 | -19971168 | -18291864 | -19971168 |
Avg Bars in Trades | 124 | 128 | 120 | 124 | 128 | 120 |
Avg Bars in Winners | 103 | 106 | 100 | 137 | 129 | 146 |
Avg Bars in Losers | 161 | 164 | 158 | 109 | 126 | 95 |
Bars Traded | 8692 | 4481 | 4211 | 8692 | 4481 | 4211 |
Profit Streak | 75.8128 | 76.0628 | 75.8128 | 75.8128 | 76.0628 | 75.8128 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676054 | -147116 | -578192 | -86608 | -578897 | 525532 |
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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) |
---|