Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -962297.4995 | 762092.3124 | -1724389.8119 | 93686084.166 | -127210931.6382 | 220897015.8042 |
Total P&L (%) | -962.2975 | 762.0923 | -1724.3898 | 93686.0842 | -127210.9316 | 220897.0158 |
Avg Daily Profit (%) | -0.4234 | 0.3353 | -0.7587 | 0.3016 | 0 | 0.3394 |
Buy And Hold Return (%) | 9538.8169 | 9538.8169 | 9538.8169 | 9538.8169 | 9538.8169 | 9538.8169 |
Max Trade Drawdown | -1706795 | -63871 | -1818223 | -301164039 | -171115718 | -166326848 |
Profit Factor | 0.5694 | 5.7021 | 0.1681 | 1.1926 | 0.5068 | 1.9667 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 17 | 20 | 31 | 17 | 14 |
Losing Trades | 23 | 13 | 10 | 29 | 13 | 16 |
Profitability (%) | 61.6667 | 56.6667 | 66.6667 | 51.6667 | 56.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.354 | 4.3604 | 0.084 | 1.1157 | 0.3876 | 2.2477 |
Largest Winning Trade | 511551 | 511551 | 40147 | 184743457 | 26207189 | 184743457 |
Largest Losing Trade | -1704254 | -29062 | -1704254 | -67089498 | -67089498 | -45419002 |
Avg Bars in Trades | 142 | 137 | 147 | 142 | 137 | 147 |
Avg Bars in Winners | 129 | 133 | 125 | 144 | 139 | 150 |
Avg Bars in Losers | 164 | 143 | 192 | 140 | 135 | 145 |
Bars Traded | 8565 | 4132 | 4433 | 8565 | 4132 | 4433 |
Profit Streak | 134.1741 | 145.9241 | 134.1741 | 134.1741 | 145.9241 | 134.1741 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751349 | -146105 | -577704 | -171631 | -578609 | 452932 |
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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) |
---|