Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1776695.9235 | 64463.5208 | -1841159.4443 | -3148690.4583 | -22971959.9517 | 19823269.4933 |
Total P&L (%) | -1776.6959 | 64.4635 | -1841.1594 | -3148.6905 | -22971.96 | 19823.2695 |
Avg Daily Profit (%) | -0.957 | 0.0347 | -0.9917 | 0 | 0 | 0.2856 |
Buy And Hold Return (%) | 6550 | 6550 | 6550 | 6550 | 6550 | 6550 |
Max Trade Drawdown | -1855525 | -156985 | -1873429 | -31117027 | -26460932 | -7829322 |
Profit Factor | 0.2324 | 1.2892 | 0.1198 | 0.9295 | 0.2231 | 2.3138 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 47 | 23 | 24 | 34 | 14 | 20 |
Losing Trades | 24 | 13 | 11 | 37 | 22 | 15 |
Profitability (%) | 66.1972 | 63.8889 | 68.5714 | 47.8873 | 38.8889 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1187 | 0.7287 | 0.0549 | 1.0115 | 0.3506 | 1.7353 |
Largest Winning Trade | 61693 | 61693 | 23900 | 19265927 | 2752268 | 19265927 |
Largest Losing Trade | -1133885 | -59407 | -1133885 | -10815484 | -10815484 | -5923402 |
Avg Bars in Trades | 303 | 294 | 313 | 303 | 294 | 313 |
Avg Bars in Winners | 138 | 166 | 111 | 262 | 230 | 284 |
Avg Bars in Losers | 628 | 521 | 754 | 342 | 335 | 351 |
Bars Traded | 21579 | 10609 | 10970 | 21579 | 10609 | 10970 |
Profit Streak | 37.5355 | 69.6188 | 0 | 0 | 0 | 220.2022 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669133 | -311579 | -578380 | -671210 | -585101 | 431210 |
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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) |
---|