Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2041335.4956 | -34587.609 | -2006747.8865 | 2562999.2593 | -12437406.9279 | 15000406.1873 |
Total P&L (%) | -2041.3355 | -34.5876 | -2006.7479 | 2562.9993 | -12437.4069 | 15000.4062 |
Avg Daily Profit (%) | -1.1334 | -0.0192 | -1.1142 | 0.1824 | 0 | 0.279 |
Buy And Hold Return (%) | 308.1633 | 308.1633 | 308.1633 | 308.1633 | 308.1633 | 308.1633 |
Max Trade Drawdown | -2192857 | -165331 | -1677845 | -9414632 | -13303170 | -1597481 |
Profit Factor | 0.198 | 0.8827 | 0.1083 | 1.114 | 0.2968 | 4.1281 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 18 | 17 | 35 | 17 | 18 |
Losing Trades | 26 | 13 | 13 | 26 | 14 | 12 |
Profitability (%) | 57.377 | 58.0645 | 56.6667 | 57.377 | 54.8387 | 60 |
Ratio Avg Win / Avg Loss | 0.1471 | 0.6375 | 0.0828 | 0.8275 | 0.2444 | 2.7521 |
Largest Winning Trade | 51419 | 36277 | 51419 | 11007702 | 1403402 | 11007702 |
Largest Losing Trade | -1672413 | -61437 | -1672413 | -4364812 | -4364812 | -1458773 |
Avg Bars in Trades | 84 | 76 | 91 | 84 | 76 | 91 |
Avg Bars in Winners | 53 | 42 | 66 | 63 | 37 | 88 |
Avg Bars in Losers | 125 | 124 | 125 | 112 | 125 | 97 |
Bars Traded | 5143 | 2384 | 2759 | 5143 | 2384 | 2759 |
Profit Streak | 33.6891 | 33.6891 | 165.3558 | 33.6891 | 33.6891 | 165.3558 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744827 | -579231 | -578578 | -252958 | -579649 | 665986 |
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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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