Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1621167.5458 | 168646.0154 | -1789813.5612 | 117271019.2004 | 249228023.7338 | -131957004.5334 |
Total P&L (%) | -1621.1675 | 168.646 | -1789.8136 | 117271.0192 | 249228.0237 | -131957.0045 |
Avg Daily Profit (%) | -0.7933 | 0.0825 | -0.8759 | 0.3465 | 0.3835 | 0 |
Buy And Hold Return (%) | 3662.2378 | 3662.2378 | 3662.2378 | 3662.2378 | 3662.2378 | 3662.2378 |
Max Trade Drawdown | -1903767 | -85868 | -1971344 | -453927018 | -86295284 | -419771560 |
Profit Factor | 0.2951 | 2.3861 | 0.1783 | 1.2013 | 2.9911 | 0.7116 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 44 | 22 | 22 | 30 | 17 | 13 |
Losing Trades | 15 | 8 | 7 | 29 | 13 | 16 |
Profitability (%) | 74.5763 | 73.3333 | 75.8621 | 50.8475 | 56.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.1006 | 0.8677 | 0.0567 | 1.1612 | 2.2873 | 0.8758 |
Largest Winning Trade | 58208 | 52142 | 58208 | 285894328 | 285894328 | 155633939 |
Largest Losing Trade | -1107526 | -68169 | -1107526 | -202104956 | -47716611 | -202104956 |
Avg Bars in Trades | 61 | 27 | 97 | 61 | 27 | 97 |
Avg Bars in Winners | 28 | 14 | 41 | 78 | 37 | 132 |
Avg Bars in Losers | 160 | 61 | 273 | 44 | 14 | 69 |
Bars Traded | 3640 | 815 | 2825 | 3640 | 815 | 2825 |
Profit Streak | 395.4659 | 415.4659 | 0 | 395.4659 | 415.4659 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756506 | -242938 | -577480 | -170034 | 611953 | -582844 |
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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) |
---|