Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1073678.7394 | 37199.2716 | -1110878.011 | 1571465.1508 | -22040017.1326 | 23611482.2834 |
Total P&L (%) | -1073.6787 | 37.1993 | -1110.878 | 1571.4652 | -22040.0171 | 23611.4823 |
Avg Daily Profit (%) | -0.4747 | 0.0164 | -0.4911 | 0.1246 | 0 | 0.2421 |
Buy And Hold Return (%) | 516.622 | 516.622 | 516.622 | 516.622 | 516.622 | 516.622 |
Max Trade Drawdown | -1213655 | -170032 | -1191332 | -40246225 | -33196235 | -13485093 |
Profit Factor | 0.2998 | 1.1893 | 0.1691 | 1.0305 | 0.3904 | 2.5333 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 15 | 19 | 26 | 10 | 16 |
Losing Trades | 25 | 14 | 11 | 33 | 19 | 14 |
Profitability (%) | 57.6271 | 51.7241 | 63.3333 | 44.0678 | 34.4828 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.2205 | 1.11 | 0.0979 | 1.3079 | 0.7418 | 2.2166 |
Largest Winning Trade | 56480 | 40096 | 56480 | 13941639 | 6202721 | 13941639 |
Largest Losing Trade | -936812 | -44910 | -936812 | -15826600 | -15826600 | -6735088 |
Avg Bars in Trades | 134 | 158 | 111 | 134 | 158 | 111 |
Avg Bars in Winners | 57 | 62 | 52 | 76 | 79 | 74 |
Avg Bars in Losers | 240 | 261 | 212 | 180 | 200 | 153 |
Bars Traded | 7952 | 4605 | 3347 | 7952 | 4605 | 3347 |
Profit Streak | 70.0026 | 0 | 257.5026 | 70.0026 | 0 | 257.5026 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758730 | -348786 | -578126 | -397602 | -586867 | 524943 |
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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) |
---|