Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7062598.8561 | 154616.3539 | -7217215.21 | 67997100.2666 | -35248110.6723 | 103245210.9389 |
Total P&L (%) | -7062.5989 | 154.6164 | -7217.2152 | 67997.1003 | -35248.1107 | 103245.2109 |
Avg Daily Profit (%) | -3.1158 | 0.0682 | -3.1841 | 0.2882 | 0 | 0.3067 |
Buy And Hold Return (%) | 9500.7957 | 9500.7957 | 9500.7957 | 9500.7957 | 9500.7957 | 9500.7957 |
Max Trade Drawdown | -7216363 | -42504 | -7300956 | -94720426 | -53755395 | -69404253 |
Profit Factor | 0.0765 | 2.129 | 0.039 | 1.3726 | 0.616 | 2.1382 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 41 | 20 | 21 | 23 | 11 | 12 |
Losing Trades | 20 | 11 | 9 | 38 | 20 | 18 |
Profitability (%) | 67.2131 | 64.5161 | 70 | 37.7049 | 35.4839 | 40 |
Ratio Avg Win / Avg Loss | 0.0373 | 1.171 | 0.0167 | 2.2678 | 1.12 | 3.2073 |
Largest Winning Trade | 41341 | 36221 | 41341 | 95479708 | 18107176 | 95479708 |
Largest Losing Trade | -7160945 | -35330 | -7160945 | -28039523 | -28039523 | -18031315 |
Avg Bars in Trades | 212 | 143 | 282 | 212 | 143 | 282 |
Avg Bars in Winners | 132 | 99 | 163 | 229 | 178 | 275 |
Avg Bars in Losers | 375 | 224 | 559 | 201 | 124 | 286 |
Bars Traded | 12933 | 4459 | 8474 | 12933 | 4459 | 8474 |
Profit Streak | 89.7578 | 89.7578 | 103.4245 | 89.7578 | 89.7578 | 103.4245 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743586 | -262294 | -577672 | -159668 | -584237 | 347068 |
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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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