Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2794651.8576 | -79091.642 | -2715560.2156 | 4589043.3501 | 11775528.3542 | -7186485.0041 |
Total P&L (%) | -2794.6519 | -79.0916 | -2715.5602 | 4589.0434 | 11775.5284 | -7186.485 |
Avg Daily Profit (%) | -1.3677 | -0.0387 | -1.329 | 0.1885 | 0.2341 | 0 |
Buy And Hold Return (%) | 2641.6699 | 2641.6699 | 2641.6699 | 2641.6699 | 2641.6699 | 2641.6699 |
Max Trade Drawdown | -2984027 | -144388 | -2839638 | -61052921 | -16204937 | -53257606 |
Profit Factor | 0.1502 | 0.6878 | 0.1053 | 1.054 | 1.5614 | 0.8878 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 15 | 16 | 29 | 17 | 12 |
Losing Trades | 34 | 18 | 16 | 36 | 16 | 20 |
Profitability (%) | 47.6923 | 45.4545 | 50 | 44.6154 | 51.5152 | 37.5 |
Ratio Avg Win / Avg Loss | 0.1647 | 0.8253 | 0.1053 | 1.3084 | 1.4695 | 1.4796 |
Largest Winning Trade | 72762 | 48420 | 72762 | 15819236 | 8409621 | 15819236 |
Largest Losing Trade | -1852281 | -29994 | -1852281 | -18552501 | -4399918 | -18552501 |
Avg Bars in Trades | 112 | 33 | 193 | 112 | 33 | 193 |
Avg Bars in Winners | 71 | 19 | 120 | 145 | 44 | 287 |
Avg Bars in Losers | 148 | 45 | 265 | 85 | 21 | 136 |
Bars Traded | 7293 | 1108 | 6185 | 7293 | 1108 | 6185 |
Profit Streak | 431.2976 | 431.2976 | 438.7976 | 431.2976 | 431.2976 | 438.7976 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -716713 | -581985 | -580225 | -299264 | 322249 | -583419 |
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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) |
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