Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3149822.5865 | -112931.2864 | -3036891.3001 | 54283.9019 | 29360519.0401 | -29306235.1382 |
Total P&L (%) | -3149.8226 | -112.9313 | -3036.8913 | 54.2839 | 29360.519 | -29306.2351 |
Avg Daily Profit (%) | -1.5415 | -0.0553 | -1.4862 | 0.0212 | 0.2786 | 0 |
Buy And Hold Return (%) | 2802.0747 | 2802.0747 | 2802.0747 | 2802.0747 | 2802.0747 | 2802.0747 |
Max Trade Drawdown | -3267020 | -192049 | -3116564 | -43740571 | -6480767 | -41480501 |
Profit Factor | 0.1447 | 0.7044 | 0.0799 | 1.0011 | 5.3156 | 0.3023 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 16 | 22 | 38 | 19 | 19 |
Losing Trades | 23 | 14 | 9 | 23 | 11 | 12 |
Profitability (%) | 62.2951 | 53.3333 | 70.9677 | 62.2951 | 63.3333 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.0876 | 0.6163 | 0.0327 | 0.6059 | 3.0774 | 0.1909 |
Largest Winning Trade | 41162 | 41162 | 33456 | 16360981 | 16360981 | 4344353 |
Largest Losing Trade | -1773078 | -68542 | -1773078 | -31468752 | -3818752 | -31468752 |
Avg Bars in Trades | 97 | 102 | 93 | 97 | 102 | 93 |
Avg Bars in Winners | 42 | 42 | 42 | 68 | 78 | 58 |
Avg Bars in Losers | 189 | 171 | 216 | 146 | 145 | 148 |
Bars Traded | 5966 | 3078 | 2888 | 5966 | 3078 | 2888 |
Profit Streak | 337.3508 | 389.3508 | 337.3508 | 337.3508 | 389.3508 | 337.3508 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743819 | -579430 | -577134 | -714297 | 697698 | -578388 |
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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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