Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2534023.323 | -31408.0751 | -2502615.2479 | -7778108.912 | 10777298.1705 | -18555407.0825 |
Total P&L (%) | -2534.0233 | -31.4081 | -2502.6152 | -7778.1089 | 10777.2982 | -18555.4071 |
Avg Daily Profit (%) | -1.2819 | -0.0159 | -1.266 | 0 | 0.2375 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2758540 | -66143 | -2766951 | -34552822 | -1469339 | -39523213 |
Profit Factor | 0.1556 | 0.6759 | 0.1382 | 0.8548 | 3.5107 | 0.6233 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 43 | 20 | 23 | 34 | 18 | 16 |
Losing Trades | 18 | 11 | 7 | 27 | 13 | 14 |
Profitability (%) | 70.4918 | 64.5161 | 76.6667 | 55.7377 | 58.0645 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.0651 | 0.3718 | 0.0421 | 0.6788 | 2.5355 | 0.5454 |
Largest Winning Trade | 54943 | 9102 | 54943 | 12941152 | 4723391 | 12941152 |
Largest Losing Trade | -2752073 | -29273 | -2752073 | -8970358 | -854391 | -8970358 |
Avg Bars in Trades | 122 | 5 | 243 | 122 | 5 | 243 |
Avg Bars in Winners | 64 | 2 | 117 | 64 | 6 | 130 |
Avg Bars in Losers | 262 | 11 | 658 | 195 | 4 | 373 |
Bars Traded | 7485 | 169 | 7316 | 7485 | 169 | 7316 |
Profit Streak | 0 | 0 | 541.0323 | 490.7823 | 540.7823 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744121 | -578658 | -576784 | -745449 | 609413 | -580393 |
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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) |
---|