Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1843277.7482 | -113818.6169 | -1729459.1314 | 53026.9949 | -8399630.5372 | 8452657.5322 |
Total P&L (%) | -1843.2777 | -113.8186 | -1729.4591 | 53.027 | -8399.6305 | 8452.6575 |
Avg Daily Profit (%) | -0.8149 | -0.0503 | -0.7646 | 0.0188 | 0 | 0.1969 |
Buy And Hold Return (%) | 342.3077 | 342.3077 | 342.3077 | 342.3077 | 342.3077 | 342.3077 |
Max Trade Drawdown | -1899585 | -191185 | -1806145 | -10639857 | -8398041 | -2635276 |
Profit Factor | 0.1937 | 0.685 | 0.1015 | 1.0038 | 0.1376 | 3.0763 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 17 | 18 | 29 | 13 | 16 |
Losing Trades | 27 | 14 | 13 | 33 | 18 | 15 |
Profitability (%) | 56.4516 | 54.8387 | 58.0645 | 46.7742 | 41.9355 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.1494 | 0.5641 | 0.0733 | 1.1423 | 0.1905 | 2.8841 |
Largest Winning Trade | 40065 | 40065 | 26725 | 11614122 | 864351 | 11614122 |
Largest Losing Trade | -1349276 | -61572 | -1349276 | -4248422 | -4248422 | -1216546 |
Avg Bars in Trades | 140 | 155 | 125 | 140 | 155 | 125 |
Avg Bars in Winners | 59 | 63 | 55 | 69 | 58 | 78 |
Avg Bars in Losers | 245 | 267 | 222 | 202 | 225 | 175 |
Bars Traded | 8711 | 4820 | 3891 | 8711 | 4820 | 3891 |
Profit Streak | 80.7525 | 80.7525 | 283.5025 | 80.7525 | 80.7525 | 283.5025 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737074 | -579632 | -578423 | -708194 | -583396 | 554628 |
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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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