Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1567486.1284 | 588166.1411 | -2155652.2695 | 121083639.1064 | -55154114.3472 | 176237753.4536 |
Total P&L (%) | -1567.4861 | 588.1661 | -2155.6523 | 121083.6391 | -55154.1143 | 176237.7535 |
Avg Daily Profit (%) | -0.6915 | 0.2595 | -0.951 | 0.3137 | 0 | 0.3303 |
Buy And Hold Return (%) | 11332.2137 | 11332.2137 | 11332.2137 | 11332.2137 | 11332.2137 | 11332.2137 |
Max Trade Drawdown | -2172574 | -73732 | -2234341 | -157597938 | -110302630 | -50022777 |
Profit Factor | 0.4113 | 4.3124 | 0.1325 | 1.3719 | 0.7043 | 2.2673 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 15 | 20 | 35 | 19 | 16 |
Losing Trades | 26 | 15 | 11 | 26 | 11 | 15 |
Profitability (%) | 57.377 | 50 | 64.5161 | 57.377 | 63.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.3055 | 4.3124 | 0.0729 | 1.0191 | 0.4078 | 2.1256 |
Largest Winning Trade | 357497 | 357497 | 40112 | 232974994 | 42080919 | 232974994 |
Largest Losing Trade | -2100602 | -24093 | -2100602 | -82940333 | -82940333 | -34554568 |
Avg Bars in Trades | 106 | 117 | 95 | 106 | 117 | 95 |
Avg Bars in Winners | 96 | 113 | 84 | 111 | 118 | 103 |
Avg Bars in Losers | 120 | 122 | 117 | 99 | 115 | 88 |
Bars Traded | 6506 | 3531 | 2975 | 6506 | 3531 | 2975 |
Profit Streak | 0 | 127.6248 | 0 | 0 | 127.6248 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745821 | -149421 | -578936 | -155510 | -578530 | 490923 |
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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) |
---|