Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1042741.2732 | 253907.1337 | -1296648.4069 | 2333409.1189 | -5674641.3462 | 8008050.4651 |
Total P&L (%) | -1042.7413 | 253.9071 | -1296.6484 | 2333.4091 | -5674.6413 | 8008.0505 |
Avg Daily Profit (%) | -0.5309 | 0.1293 | -0.6602 | 0.1627 | 0 | 0.2241 |
Buy And Hold Return (%) | 1511.0403 | 1511.0403 | 1511.0403 | 1511.0403 | 1511.0403 | 1511.0403 |
Max Trade Drawdown | -1341959 | -79835 | -1398422 | -15609551 | -8673895 | -10241764 |
Profit Factor | 0.4121 | 2.0504 | 0.1536 | 1.0607 | 0.7315 | 1.463 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 65 | 35 | 30 | 63 | 33 | 30 |
Losing Trades | 23 | 9 | 14 | 25 | 11 | 14 |
Profitability (%) | 73.8636 | 79.5455 | 68.1818 | 71.5909 | 75 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.1458 | 0.5272 | 0.0717 | 0.4209 | 0.2438 | 0.6827 |
Largest Winning Trade | 69263 | 69263 | 25657 | 17851528 | 2988908 | 17851528 |
Largest Losing Trade | -1305124 | -65257 | -1305124 | -8309524 | -8309524 | -7865861 |
Avg Bars in Trades | 64 | 91 | 37 | 64 | 91 | 37 |
Avg Bars in Winners | 24 | 34 | 12 | 25 | 35 | 15 |
Avg Bars in Losers | 177 | 312 | 90 | 160 | 257 | 84 |
Bars Traded | 5642 | 4010 | 1632 | 5642 | 4010 | 1632 |
Profit Streak | 403.7182 | 0 | 563.0515 | 403.7182 | 0 | 563.0515 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576586 | -181201 | -577779 | -153712 | -577478 | 342798 |
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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) |
---|