Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1780729.8729 | 37738.8677 | -1818468.7406 | 31140261.5427 | 43720824.9187 | -12580563.376 |
Total P&L (%) | -1780.7299 | 37.7389 | -1818.4687 | 31140.2615 | 43720.8249 | -12580.5634 |
Avg Daily Profit (%) | -0.8714 | 0.0185 | -0.8899 | 0.2815 | 0.2981 | 0 |
Buy And Hold Return (%) | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 |
Max Trade Drawdown | -1963829 | -73108 | -1974648 | -103976696 | -21671122 | -132522600 |
Profit Factor | 0.244 | 1.2283 | 0.1698 | 1.169 | 2.1776 | 0.9145 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 73 | 31 | 42 | 39 | 22 | 17 |
Losing Trades | 22 | 17 | 5 | 56 | 26 | 30 |
Profitability (%) | 76.8421 | 64.5833 | 89.3617 | 41.0526 | 45.8333 | 36.1702 |
Ratio Avg Win / Avg Loss | 0.0735 | 0.6736 | 0.0202 | 1.6786 | 2.5735 | 1.6138 |
Largest Winning Trade | 31546 | 27494 | 31546 | 67881072 | 64659771 | 67881072 |
Largest Losing Trade | -801788 | -68451 | -801788 | -66603923 | -7765405 | -66603923 |
Avg Bars in Trades | 38 | 9 | 67 | 38 | 9 | 67 |
Avg Bars in Winners | 17 | 4 | 27 | 53 | 13 | 106 |
Avg Bars in Losers | 107 | 20 | 404 | 27 | 7 | 45 |
Bars Traded | 3650 | 477 | 3173 | 3650 | 477 | 3173 |
Profit Streak | 416.9795 | 416.9795 | 470.4795 | 416.9795 | 416.9795 | 714.4795 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575805 | -333138 | -574542 | -27000 | 444625 | -581934 |
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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) |
---|