Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1944141.6275 | -43978.1449 | -1900163.4826 | 1196570.9101 | 14725468.8504 | -13528897.9403 |
Total P&L (%) | -1944.1416 | -43.9781 | -1900.1635 | 1196.5709 | 14725.4689 | -13528.8979 |
Avg Daily Profit (%) | -1.0371 | -0.0235 | -1.0136 | 0.1368 | 0.267 | 0 |
Buy And Hold Return (%) | 632.2728 | 632.2728 | 632.2728 | 632.2728 | 632.2728 | 632.2728 |
Max Trade Drawdown | -2021882 | -137407 | -1951535 | -18147533 | -4100066 | -27144238 |
Profit Factor | 0.2536 | 0.859 | 0.1712 | 1.0251 | 2.3166 | 0.6297 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 25 | 33 | 48 | 30 | 18 |
Losing Trades | 34 | 21 | 13 | 44 | 16 | 28 |
Profitability (%) | 63.0435 | 54.3478 | 71.7391 | 52.1739 | 65.2174 | 39.1304 |
Ratio Avg Win / Avg Loss | 0.1486 | 0.7215 | 0.0675 | 0.9397 | 1.2355 | 0.9795 |
Largest Winning Trade | 39477 | 24437 | 39477 | 8270619 | 7345795 | 8270619 |
Largest Losing Trade | -1331179 | -52539 | -1331179 | -14256058 | -2169328 | -14256058 |
Avg Bars in Trades | 60 | 65 | 54 | 60 | 65 | 54 |
Avg Bars in Winners | 35 | 36 | 34 | 71 | 73 | 66 |
Avg Bars in Losers | 102 | 100 | 105 | 48 | 50 | 47 |
Bars Traded | 5530 | 3011 | 2519 | 5530 | 3011 | 2519 |
Profit Streak | 48.1351 | 48.1351 | 63.1351 | 48.1351 | 48.1351 | 63.1351 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577146 | -579579 | -576912 | -210294 | 522650 | -583957 |
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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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