Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2083660.3346 | -100566.6487 | -1983093.6859 | 1773673.0064 | 18328648.4886 | -16554975.4822 |
Total P&L (%) | -2083.6603 | -100.5666 | -1983.0937 | 1773.673 | 18328.6485 | -16554.9755 |
Avg Daily Profit (%) | -1.1086 | -0.0535 | -1.0551 | 0.156 | 0.2779 | 0 |
Buy And Hold Return (%) | 826.2136 | 826.2136 | 826.2136 | 826.2136 | 826.2136 | 826.2136 |
Max Trade Drawdown | -2178163 | -175611 | -2028487 | -22505902 | -1517438 | -29362077 |
Profit Factor | 0.2166 | 0.6951 | 0.1489 | 1.0453 | 5.2756 | 0.5253 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 55 | 26 | 29 | 45 | 26 | 19 |
Losing Trades | 33 | 18 | 15 | 43 | 18 | 25 |
Profitability (%) | 62.5 | 59.0909 | 65.9091 | 51.1364 | 59.0909 | 43.1818 |
Ratio Avg Win / Avg Loss | 0.13 | 0.4812 | 0.077 | 0.9988 | 3.6524 | 0.6912 |
Largest Winning Trade | 46413 | 46413 | 39097 | 8616598 | 8616598 | 7137604 |
Largest Losing Trade | -1306904 | -49529 | -1306904 | -16902227 | -704819 | -16902227 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 21 | 16 | 26 | 44 | 48 | 39 |
Avg Bars in Losers | 72 | 65 | 80 | 36 | 20 | 48 |
Bars Traded | 3580 | 1620 | 1960 | 3580 | 1620 | 1960 |
Profit Streak | 66.4685 | 89.9685 | 66.4685 | 66.4685 | 89.9685 | 66.4685 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577058 | -578137 | -577274 | -168653 | 696302 | -581988 |
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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) |
---|