Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7598095.2708 | 264166.6788 | -7862261.9495 | 152936349.3599 | -30409546.7928 | 183345896.1527 |
Total P&L (%) | -7598.0953 | 264.1667 | -7862.262 | 152936.3494 | -30409.5468 | 183345.8962 |
Avg Daily Profit (%) | -3.3598 | 0.1168 | -3.4766 | 0.3248 | 0 | 0.3328 |
Buy And Hold Return (%) | 10733.6004 | 10733.6004 | 10733.6004 | 10733.6004 | 10733.6004 | 10733.6004 |
Max Trade Drawdown | -7931420 | -108451 | -8002756 | -174761097 | -110102139 | -122346545 |
Profit Factor | 0.0986 | 2.2223 | 0.0427 | 1.2934 | 0.886 | 1.7204 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 55 | 28 | 27 | 61 | 30 | 31 |
Losing Trades | 49 | 24 | 25 | 43 | 22 | 21 |
Profitability (%) | 52.8846 | 53.8462 | 51.9231 | 58.6538 | 57.6923 | 59.6154 |
Ratio Avg Win / Avg Loss | 0.0879 | 1.9048 | 0.0396 | 0.9117 | 0.6498 | 1.1655 |
Largest Winning Trade | 105894 | 105894 | 42657 | 205023351 | 23387214 | 205023351 |
Largest Losing Trade | -7868823 | -30730 | -7868823 | -60880894 | -45420113 | -60880894 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 36 | 37 | 36 | 40 | 46 | 35 |
Avg Bars in Losers | 46 | 49 | 43 | 42 | 38 | 46 |
Bars Traded | 4300 | 2236 | 2064 | 4300 | 2236 | 2064 |
Profit Streak | 5.2191 | 37.7191 | 0 | 5.2191 | 37.7191 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579414 | -377620 | -760584 | 345309 | -759291 | -167486 |
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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) |
---|