Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -290733.5044 | 461256.1653 | -751989.6697 | 39097869.961 | -1116695.8917 | 40214565.8528 |
Total P&L (%) | -290.7335 | 461.2562 | -751.9897 | 39097.87 | -1116.6959 | 40214.5659 |
Avg Daily Profit (%) | -0.1286 | 0.2041 | -0.3327 | 0.2646 | 0 | 0.2658 |
Buy And Hold Return (%) | 10155.5551 | 10155.5551 | 10155.5551 | 10155.5551 | 10155.5551 | 10155.5551 |
Max Trade Drawdown | -738603 | -52317 | -875004 | -27465363 | -14075503 | -13820436 |
Profit Factor | 0.7738 | 3.8807 | 0.3315 | 2.0192 | 0.9484 | 3.4048 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 16 | 19 | 37 | 19 | 18 |
Losing Trades | 26 | 14 | 12 | 24 | 11 | 13 |
Profitability (%) | 57.377 | 53.3333 | 61.2903 | 60.6557 | 63.3333 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.5748 | 3.3956 | 0.2094 | 1.3097 | 0.5491 | 2.459 |
Largest Winning Trade | 122631 | 122631 | 39081 | 37828596 | 10681568 | 37828596 |
Largest Losing Trade | -431542 | -40096 | -431542 | -10209516 | -10209516 | -4831265 |
Avg Bars in Trades | 104 | 113 | 95 | 104 | 113 | 95 |
Avg Bars in Winners | 104 | 105 | 104 | 103 | 109 | 97 |
Avg Bars in Losers | 104 | 123 | 82 | 106 | 121 | 94 |
Bars Traded | 6392 | 3418 | 2974 | 6392 | 3418 | 2974 |
Profit Streak | 115.4086 | 115.4086 | 249.742 | 115.4086 | 115.4086 | 249.742 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744469 | -150199 | -578001 | -154305 | -578533 | 547623 |
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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) |
---|