Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6115299.1599 | 98890.1669 | -6214189.3268 | 126962160.301 | 24543516.2342 | 102418644.0668 |
Total P&L (%) | -6115.2992 | 98.8902 | -6214.1893 | 126962.1603 | 24543.5162 | 102418.6441 |
Avg Daily Profit (%) | -2.5765 | 0.0417 | -2.6182 | 0.3016 | 0.2323 | 0.2925 |
Buy And Hold Return (%) | 489.6983 | 489.6983 | 489.6983 | 489.6983 | 489.6983 | 489.6983 |
Max Trade Drawdown | -6383274 | -39347 | -6382399 | -63834851 | -21796201 | -68886450 |
Profit Factor | 0.0816 | 2.2587 | 0.0556 | 1.8889 | 1.5119 | 2.0794 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 50 | 24 | 26 | 32 | 16 | 16 |
Losing Trades | 11 | 7 | 4 | 29 | 15 | 14 |
Profitability (%) | 81.9672 | 77.4194 | 86.6667 | 52.459 | 51.6129 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.0179 | 0.6588 | 0.0086 | 1.7118 | 1.4174 | 1.8195 |
Largest Winning Trade | 43404 | 43404 | 39365 | 98794369 | 21735069 | 98794369 |
Largest Losing Trade | -6382399 | -39347 | -6382399 | -16876176 | -11972566 | -16876176 |
Avg Bars in Trades | 68 | 10 | 128 | 68 | 10 | 128 |
Avg Bars in Winners | 40 | 6 | 71 | 56 | 11 | 101 |
Avg Bars in Losers | 198 | 24 | 503 | 82 | 10 | 159 |
Bars Traded | 4197 | 336 | 3860 | 4197 | 336 | 3860 |
Profit Streak | 180.9554 | 180.9554 | 247.4554 | 180.9554 | 180.9554 | 247.4554 |
Trades During Streak | 4 | 2 | 9 | 4 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -741313 | -296747 | -574796 | -151805 | 399972 | 527703 |
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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) |
---|