Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4813287.207 | 291859.4276 | -5105146.6346 | 56482742.8516 | -47439699.2626 | 103922442.1142 |
Total P&L (%) | -4813.2872 | 291.8594 | -5105.1466 | 56482.7429 | -47439.6993 | 103922.4421 |
Avg Daily Profit (%) | -2.1176 | 0.1284 | -2.246 | 0.2792 | 0 | 0.3061 |
Buy And Hold Return (%) | 9074.1846 | 9074.1846 | 9074.1846 | 9074.1846 | 9074.1846 | 9074.1846 |
Max Trade Drawdown | -5135292 | -110722 | -5226570 | -116905947 | -79487166 | -78104459 |
Profit Factor | 0.1481 | 2.4166 | 0.0623 | 1.1799 | 0.7199 | 1.7185 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 50 | 25 | 25 | 56 | 28 | 28 |
Losing Trades | 47 | 24 | 23 | 41 | 21 | 20 |
Profitability (%) | 51.5464 | 51.0204 | 52.0833 | 57.732 | 57.1429 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.1392 | 2.3199 | 0.0573 | 0.8638 | 0.5399 | 1.2275 |
Largest Winning Trade | 81477 | 81477 | 40654 | 112239985 | 21314040 | 112239985 |
Largest Losing Trade | -5119471 | -36430 | -5119471 | -35252876 | -35131429 | -35252876 |
Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Winners | 36 | 34 | 37 | 42 | 46 | 39 |
Avg Bars in Losers | 51 | 56 | 45 | 44 | 44 | 44 |
Bars Traded | 4226 | 2234 | 1992 | 4226 | 2234 | 1992 |
Profit Streak | 69.8497 | 103.8497 | 69.8497 | 69.8497 | 103.8497 | 69.8497 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578940 | -181192 | -579861 | -13484 | -578400 | 461436 |
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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) |
---|