Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6679923.1845 | 239643.1357 | -6919566.3202 | 47875032.0583 | -31894268.1261 | 79769300.1844 |
Total P&L (%) | -6679.9232 | 239.6431 | -6919.5663 | 47875.0321 | -31894.2681 | 79769.3002 |
Avg Daily Profit (%) | -2.942 | 0.1055 | -3.0476 | 0.2723 | 0 | 0.2948 |
Buy And Hold Return (%) | 11405.4705 | 11405.4705 | 11405.4705 | 11405.4705 | 11405.4705 | 11405.4705 |
Max Trade Drawdown | -7014342 | -100883 | -7017371 | -73254518 | -57428157 | -35452409 |
Profit Factor | 0.1011 | 2.2699 | 0.0445 | 1.32 | 0.6314 | 2.2644 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 56 | 30 | 26 | 46 | 25 | 21 |
Losing Trades | 39 | 18 | 21 | 49 | 23 | 26 |
Profitability (%) | 58.9474 | 62.5 | 55.3191 | 48.4211 | 52.0833 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.0704 | 1.362 | 0.036 | 1.4061 | 0.5809 | 2.8035 |
Largest Winning Trade | 69074 | 69074 | 33125 | 83084680 | 9765432 | 83084680 |
Largest Losing Trade | -6938036 | -43666 | -6938036 | -20720404 | -20720404 | -15600120 |
Avg Bars in Trades | 44 | 47 | 42 | 44 | 47 | 42 |
Avg Bars in Winners | 29 | 32 | 25 | 52 | 62 | 40 |
Avg Bars in Losers | 67 | 71 | 63 | 37 | 30 | 43 |
Bars Traded | 4270 | 2279 | 1991 | 4270 | 2279 | 1991 |
Profit Streak | 67.4594 | 131.4594 | 67.4594 | 67.4594 | 131.4594 | 67.4594 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577983 | -211519 | -579448 | 282083 | -579002 | 422110 |
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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) |
---|