Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6524801.5491 | 191789.6153 | -6716591.1643 | 23147917.7046 | -14629863.9036 | 37777781.6082 |
Total P&L (%) | -6524.8015 | 191.7896 | -6716.5912 | 23147.9177 | -14629.8639 | 37777.7816 |
Avg Daily Profit (%) | -2.8807 | 0.0847 | -2.9654 | 0.2409 | 0 | 0.2625 |
Buy And Hold Return (%) | 9619.6364 | 9619.6364 | 9619.6364 | 9619.6364 | 9619.6364 | 9619.6364 |
Max Trade Drawdown | -6722547 | -85431 | -6765885 | -34542099 | -27896986 | -21009185 |
Profit Factor | 0.0839 | 1.9722 | 0.0301 | 1.3541 | 0.6537 | 2.6337 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 17 | 21 | 30 | 14 | 16 |
Losing Trades | 29 | 16 | 13 | 37 | 19 | 18 |
Profitability (%) | 56.7164 | 51.5152 | 61.7647 | 44.7761 | 42.4242 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.064 | 1.8562 | 0.0187 | 1.6701 | 0.8872 | 2.9629 |
Largest Winning Trade | 99243 | 99243 | 30453 | 45515415 | 10537910 | 45515415 |
Largest Losing Trade | -6680908 | -39541 | -6680908 | -16186315 | -16186315 | -6984567 |
Avg Bars in Trades | 96 | 120 | 72 | 96 | 120 | 72 |
Avg Bars in Winners | 60 | 85 | 40 | 104 | 144 | 68 |
Avg Bars in Losers | 142 | 157 | 123 | 89 | 103 | 74 |
Bars Traded | 6434 | 3983 | 2451 | 6434 | 3983 | 2451 |
Profit Streak | 87.9377 | 87.9377 | 234.9377 | 87.9377 | 87.9377 | 334.271 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699457 | -240805 | -577867 | -116127 | -582788 | 415865 |
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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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