Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2141194.1902 | -46214.3747 | -2094979.8156 | 933388.6776 | -11687295.7401 | 12620684.4176 |
Total P&L (%) | -2141.1942 | -46.2144 | -2094.9798 | 933.3887 | -11687.2957 | 12620.6844 |
Avg Daily Profit (%) | -1.1994 | -0.0259 | -1.1735 | 0.1309 | 0 | 0.2718 |
Buy And Hold Return (%) | 242.8371 | 242.8371 | 242.8371 | 242.8371 | 242.8371 | 242.8371 |
Max Trade Drawdown | -2220046 | -154203 | -1082989 | -16686119 | -20648332 | -4502471 |
Profit Factor | 0.1994 | 0.8702 | 0.0964 | 1.0241 | 0.5946 | 2.2834 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 67.2131 | 64.5161 | 70 | 67.2131 | 64.5161 | 70 |
Ratio Avg Win / Avg Loss | 0.0972 | 0.4786 | 0.0413 | 0.4996 | 0.327 | 0.9786 |
Largest Winning Trade | 73830 | 73830 | 35692 | 9517598 | 6369630 | 9517598 |
Largest Losing Trade | -1094514 | -67529 | -1094514 | -11793588 | -11793588 | -3262494 |
Avg Bars in Trades | 112 | 125 | 98 | 112 | 125 | 98 |
Avg Bars in Winners | 60 | 60 | 60 | 69 | 64 | 74 |
Avg Bars in Losers | 217 | 243 | 186 | 199 | 236 | 154 |
Bars Traded | 6840 | 3893 | 2947 | 6840 | 3893 | 2947 |
Profit Streak | 75.6024 | 75.6024 | 252.8524 | 75.6024 | 75.6024 | 252.8524 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743125 | -577971 | -576880 | -378197 | -577971 | 508256 |
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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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