Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1972702.874 | 268526.7697 | -2241229.6437 | 55111153.2944 | 85286584.7671 | -30175431.4727 |
Total P&L (%) | -1972.7029 | 268.5268 | -2241.2296 | 55111.1533 | 85286.5848 | -30175.4315 |
Avg Daily Profit (%) | -0.8696 | 0.1184 | -0.988 | 0.2787 | 0.298 | 0 |
Buy And Hold Return (%) | 10170.8333 | 10170.8333 | 10170.8333 | 10170.8333 | 10170.8333 | 10170.8333 |
Max Trade Drawdown | -2388095 | -74895 | -2378850 | -99991410 | -18151934 | -96745735 |
Profit Factor | 0.2653 | 2.8208 | 0.1168 | 1.3658 | 3.2674 | 0.7331 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 36 | 17 | 19 | 38 | 18 | 20 |
Losing Trades | 21 | 12 | 9 | 19 | 11 | 8 |
Profitability (%) | 63.1579 | 58.6207 | 67.8571 | 66.6667 | 62.069 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.1548 | 1.9911 | 0.0553 | 0.6829 | 1.9968 | 0.2932 |
Largest Winning Trade | 80069 | 80069 | 33255 | 51935421 | 51935421 | 20160385 |
Largest Losing Trade | -2063799 | -26765 | -2063799 | -66451224 | -7042788 | -66451224 |
Avg Bars in Trades | 73 | 78 | 67 | 73 | 78 | 67 |
Avg Bars in Winners | 65 | 75 | 56 | 65 | 72 | 60 |
Avg Bars in Losers | 86 | 83 | 92 | 88 | 89 | 86 |
Bars Traded | 4181 | 2286 | 1895 | 4181 | 2286 | 1895 |
Profit Streak | 79.0178 | 84.5178 | 0 | 79.0178 | 84.5178 | 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 | -758014 | -193750 | -599518 | -170305 | 618799 | -599055 |
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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) |
---|