Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2633080.9905 | -169049.3525 | -2464031.638 | -108050.6664 | 17781779.2133 | -17889829.8797 |
Total P&L (%) | -2633.081 | -169.0494 | -2464.0316 | -108.0507 | 17781.7792 | -17889.8299 |
Avg Daily Profit (%) | -1.1381 | -0.0731 | -1.0651 | 0 | 0.2244 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2813662 | -249680 | -2563982 | -26101134 | -2625746 | -28030733 |
Profit Factor | 0.1874 | 0.6018 | 0.1248 | 0.9967 | 5.3499 | 0.3808 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 66 | 28 | 38 | 34 | 21 | 13 |
Losing Trades | 27 | 18 | 9 | 59 | 25 | 34 |
Profitability (%) | 70.9677 | 60.8696 | 80.8511 | 36.5591 | 45.6522 | 27.6596 |
Ratio Avg Win / Avg Loss | 0.0766 | 0.3869 | 0.0296 | 1.7296 | 6.3689 | 0.996 |
Largest Winning Trade | 40829 | 40829 | 34014 | 12929769 | 12929769 | 4396239 |
Largest Losing Trade | -1987049 | -81185 | -1987049 | -20341584 | -1632849 | -20341584 |
Avg Bars in Trades | 46 | 52 | 39 | 46 | 52 | 39 |
Avg Bars in Winners | 14 | 14 | 15 | 77 | 86 | 62 |
Avg Bars in Losers | 123 | 112 | 144 | 28 | 24 | 31 |
Bars Traded | 4291 | 2419 | 1872 | 4291 | 2419 | 1872 |
Profit Streak | 81.1769 | 81.1769 | 123.1769 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575877 | -577836 | -575270 | -582979 | 528509 | -598789 |
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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) |
---|