Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1016043.0281 | 241613.5365 | -1257656.5646 | 15526747.8231 | -4793220.1943 | 20319968.0174 |
Total P&L (%) | -1016.043 | 241.6135 | -1257.6566 | 15526.7478 | -4793.2202 | 20319.968 |
Avg Daily Profit (%) | -0.4475 | 0.1064 | -0.5539 | 0.2227 | 0 | 0.2345 |
Buy And Hold Return (%) | 8663.0613 | 8663.0613 | 8663.0613 | 8663.0613 | 8663.0613 | 8663.0613 |
Max Trade Drawdown | -1334381 | -72646 | -1322495 | -15892990 | -12794218 | -7575095 |
Profit Factor | 0.4431 | 2.0133 | 0.2071 | 1.5722 | 0.7183 | 3.0083 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 20 | 21 | 37 | 19 | 18 |
Losing Trades | 35 | 18 | 17 | 39 | 19 | 20 |
Profitability (%) | 53.9474 | 52.6316 | 55.2632 | 48.6842 | 50 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.3783 | 1.8119 | 0.1676 | 1.6572 | 0.7183 | 3.3426 |
Largest Winning Trade | 100862 | 100862 | 37405 | 23494899 | 3551837 | 23494899 |
Largest Losing Trade | -638041 | -28836 | -638041 | -5653985 | -5653985 | -2453864 |
Avg Bars in Trades | 174 | 181 | 167 | 174 | 181 | 167 |
Avg Bars in Winners | 174 | 202 | 148 | 177 | 185 | 170 |
Avg Bars in Losers | 173 | 157 | 189 | 170 | 177 | 164 |
Bars Traded | 13236 | 6890 | 6346 | 13236 | 6890 | 6346 |
Profit Streak | 22.215 | 148.3817 | 0 | 22.215 | 148.3817 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633495 | -211167 | -580082 | -50923 | -579413 | 305414 |
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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) |
---|