Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1411246.3052 | 686944.4036 | -2098190.7088 | 38061950.4133 | -26252268.7788 | 64314219.1921 |
Total P&L (%) | -1411.2463 | 686.9444 | -2098.1907 | 38061.9504 | -26252.2688 | 64314.2192 |
Avg Daily Profit (%) | -0.6253 | 0.3044 | -0.9296 | 0.2637 | 0 | 0.287 |
Buy And Hold Return (%) | 9302.8804 | 9302.8804 | 9302.8804 | 9302.8804 | 9302.8804 | 9302.8804 |
Max Trade Drawdown | -2064282 | -74407 | -2168106 | -76374866 | -39753662 | -63945983 |
Profit Factor | 0.4476 | 4.3109 | 0.1061 | 1.1855 | 0.7694 | 1.704 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 33 | 13 | 20 | 29 | 17 | 12 |
Losing Trades | 24 | 15 | 9 | 28 | 11 | 17 |
Profitability (%) | 57.8947 | 46.4286 | 68.9655 | 50.8772 | 60.7143 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.3255 | 4.9741 | 0.0477 | 1.1446 | 0.4978 | 2.414 |
Largest Winning Trade | 591550 | 591550 | 30343 | 87164045 | 16473666 | 87164045 |
Largest Losing Trade | -2040196 | -51125 | -2040196 | -29771046 | -29771046 | -16629458 |
Avg Bars in Trades | 113 | 95 | 130 | 113 | 95 | 130 |
Avg Bars in Winners | 94 | 78 | 105 | 106 | 89 | 132 |
Avg Bars in Losers | 138 | 110 | 185 | 119 | 105 | 128 |
Bars Traded | 6451 | 2673 | 3778 | 6451 | 2673 | 3778 |
Profit Streak | 70.01 | 144.6766 | 70.01 | 70.01 | 144.6766 | 70.01 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758286 | -171430 | -577816 | -188460 | -599872 | 327710 |
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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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