Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1241812.3659 | 9645.4003 | -1251457.7662 | 3480573.7038 | -18961044.9998 | 22441618.7036 |
Total P&L (%) | -1241.8124 | 9.6454 | -1251.4578 | 3480.5737 | -18961.045 | 22441.6187 |
Avg Daily Profit (%) | -0.663 | 0.0052 | -0.6682 | 0.1912 | 0 | 0.2897 |
Buy And Hold Return (%) | 666.7657 | 666.7657 | 666.7657 | 666.7657 | 666.7657 | 666.7657 |
Max Trade Drawdown | -1421988 | -138418 | -1348553 | -21620357 | -22006929 | -2876309 |
Profit Factor | 0.2294 | 1.0512 | 0.1207 | 1.1064 | 0.2874 | 4.683 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 45 | 23 | 22 | 43 | 21 | 22 |
Losing Trades | 16 | 7 | 9 | 18 | 9 | 9 |
Profitability (%) | 73.7705 | 76.6667 | 70.9677 | 70.4918 | 70 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.0816 | 0.3199 | 0.0494 | 0.4632 | 0.1232 | 1.9158 |
Largest Winning Trade | 40725 | 40725 | 26711 | 21982450 | 2704279 | 21982450 |
Largest Losing Trade | -753272 | -70956 | -753272 | -16874590 | -16874590 | -2396051 |
Avg Bars in Trades | 58 | 76 | 40 | 58 | 76 | 40 |
Avg Bars in Winners | 11 | 14 | 7 | 18 | 11 | 25 |
Avg Bars in Losers | 190 | 278 | 121 | 152 | 227 | 77 |
Bars Traded | 3545 | 2287 | 1258 | 3545 | 2287 | 1258 |
Profit Streak | 78.3117 | 78.3117 | 141.8117 | 78.3117 | 78.3117 | 141.8117 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742037 | -512710 | -576591 | -260024 | -576768 | 739928 |
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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) |
---|