Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -69522.7605 | 605551.46 | -675074.2206 | 70021309.7381 | 39391299.2526 | 30630010.4854 |
Total P&L (%) | -69.5228 | 605.5515 | -675.0742 | 70021.3097 | 39391.2993 | 30630.0105 |
Avg Daily Profit (%) | -0.0307 | 0.2672 | -0.2978 | 0.2895 | 0.2641 | 0.253 |
Buy And Hold Return (%) | 9975.4689 | 9975.4689 | 9975.4689 | 9975.4689 | 9975.4689 | 9975.4689 |
Max Trade Drawdown | -814175 | -45329 | -960987 | -5593330 | -10168306 | -2209108 |
Profit Factor | 0.942 | 4.4614 | 0.341 | 5.0956 | 3.8834 | 9.916 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 19 | 19 | 38 | 18 | 20 |
Losing Trades | 22 | 11 | 11 | 22 | 12 | 10 |
Profitability (%) | 63.3333 | 63.3333 | 63.3333 | 63.3333 | 60 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.5454 | 2.5829 | 0.1974 | 2.9501 | 2.5889 | 4.958 |
Largest Winning Trade | 206889 | 206889 | 39644 | 26877204 | 26877204 | 14187088 |
Largest Losing Trade | -584564 | -35740 | -584564 | -5593330 | -5593330 | -1879348 |
Avg Bars in Trades | 104 | 124 | 84 | 104 | 124 | 84 |
Avg Bars in Winners | 112 | 133 | 91 | 114 | 137 | 94 |
Avg Bars in Losers | 91 | 110 | 73 | 87 | 106 | 65 |
Bars Traded | 6293 | 3746 | 2547 | 6293 | 3746 | 2547 |
Profit Streak | 108.3722 | 108.3722 | 327.7056 | 108.3722 | 108.3722 | 327.7056 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751591 | -147523 | -577752 | -154145 | 543773 | 627430 |
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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) |
---|