Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2242976.6796 | 103536.9974 | -2346513.677 | 9656495.0427 | 902563.5859 | 8753931.4569 |
Total P&L (%) | -2242.9767 | 103.537 | -2346.5137 | 9656.495 | 902.5636 | 8753.9315 |
Avg Daily Profit (%) | -0.9509 | 0.0439 | -0.9948 | 0.1944 | 0.0978 | 0.1903 |
Buy And Hold Return (%) | 537.0934 | 537.0934 | 537.0934 | 537.0934 | 537.0934 | 537.0934 |
Max Trade Drawdown | -2526176 | -53666 | -2539740 | -36913066 | -15812214 | -35459474 |
Profit Factor | 0.2039 | 1.9108 | 0.1321 | 1.1421 | 1.0366 | 1.2021 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 43 | 22 | 21 | 43 | 21 | 22 |
Losing Trades | 18 | 9 | 9 | 18 | 10 | 8 |
Profitability (%) | 70.4918 | 70.9677 | 70 | 70.4918 | 67.7419 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.0853 | 0.7817 | 0.0566 | 0.4781 | 0.4936 | 0.4371 |
Largest Winning Trade | 47812 | 38689 | 47812 | 8315103 | 6435975 | 8315103 |
Largest Losing Trade | -2342078 | -45539 | -2342078 | -21097723 | -14107447 | -21097723 |
Avg Bars in Trades | 206 | 61 | 355 | 206 | 61 | 355 |
Avg Bars in Winners | 138 | 50 | 231 | 191 | 52 | 323 |
Avg Bars in Losers | 366 | 87 | 646 | 241 | 79 | 443 |
Bars Traded | 12569 | 1903 | 10666 | 12569 | 1903 | 10666 |
Profit Streak | 210.3421 | 210.3421 | 232.6754 | 210.3421 | 210.3421 | 232.6754 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742586 | -295122 | -576829 | -219735 | -249314 | 365531 |
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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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