Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3119193.239 | -5186.9582 | -3114006.2809 | 47639804.5725 | 9744306.5766 | 37895497.9959 |
Total P&L (%) | -3119.1932 | -5.187 | -3114.0063 | 47639.8046 | 9744.3066 | 37895.498 |
Avg Daily Profit (%) | -1.3729 | -0.0023 | -1.3706 | 0.2719 | 0.2022 | 0.2618 |
Buy And Hold Return (%) | 8230.0903 | 8230.0903 | 8230.0903 | 8230.0903 | 8230.0903 | 8230.0903 |
Max Trade Drawdown | -3228874 | -49303 | -3189918 | -16699432 | -2547188 | -16631232 |
Profit Factor | 0.1177 | 0.9573 | 0.0878 | 2.8121 | 2.6498 | 2.8592 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 19 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 15 | 19 |
Profitability (%) | 49.2537 | 50 | 48.4848 | 49.2537 | 55.8824 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.1212 | 0.9573 | 0.0933 | 2.8973 | 2.092 | 3.8803 |
Largest Winning Trade | 77821 | 21018 | 77821 | 25490303 | 8291418 | 25490303 |
Largest Losing Trade | -2189132 | -23432 | -2189132 | -9144210 | -1118951 | -9144210 |
Avg Bars in Trades | 91 | 14 | 171 | 91 | 14 | 171 |
Avg Bars in Winners | 78 | 13 | 147 | 95 | 17 | 202 |
Avg Bars in Losers | 105 | 15 | 194 | 88 | 12 | 148 |
Bars Traded | 6160 | 503 | 5657 | 6160 | 503 | 5657 |
Profit Streak | 281.5225 | 281.5225 | 304.5225 | 281.5225 | 281.5225 | 414.1891 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700697 | -579548 | -580045 | -106707 | -93435 | 386821 |
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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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