Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3824155.5035 | -45290.757 | -3778864.7464 | 1132636.5315 | 14217243.2082 | -13084606.6766 |
Total P&L (%) | -3824.1555 | -45.2908 | -3778.8647 | 1132.6365 | 14217.2432 | -13084.6067 |
Avg Daily Profit (%) | -1.8714 | -0.0222 | -1.8492 | 0.123 | 0.2432 | 0 |
Buy And Hold Return (%) | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 |
Max Trade Drawdown | -3853097 | -121324 | -3799066 | -48051754 | -22683444 | -40391450 |
Profit Factor | 0.13 | 0.8636 | 0.0701 | 1.0124 | 1.4797 | 0.7873 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 17 | 15 | 30 | 16 | 14 |
Losing Trades | 26 | 12 | 14 | 28 | 13 | 15 |
Profitability (%) | 55.1724 | 58.6207 | 51.7241 | 51.7241 | 55.1724 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.1056 | 0.6096 | 0.0654 | 0.9449 | 1.2023 | 0.8435 |
Largest Winning Trade | 58028 | 58028 | 44784 | 13954209 | 13954209 | 13106736 |
Largest Losing Trade | -2340624 | -59359 | -2340624 | -28692735 | -11188330 | -28692735 |
Avg Bars in Trades | 60 | 42 | 78 | 60 | 42 | 78 |
Avg Bars in Winners | 30 | 30 | 31 | 67 | 45 | 92 |
Avg Bars in Losers | 97 | 60 | 128 | 53 | 39 | 64 |
Bars Traded | 3512 | 1245 | 2267 | 3512 | 1245 | 2267 |
Profit Streak | 337.8392 | 430.3392 | 337.8392 | 337.8392 | 430.3392 | 337.8392 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758641 | -578358 | -580022 | -581017 | 312217 | -580916 |
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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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