Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6274308.7926 | 218747.7087 | -6493056.5014 | 50739383.2775 | -10389124.369 | 61128507.6464 |
Total P&L (%) | -6274.3088 | 218.7477 | -6493.0565 | 50739.3833 | -10389.1244 | 61128.5076 |
Avg Daily Profit (%) | -2.7693 | 0.0965 | -2.8658 | 0.2754 | 0 | 0.2836 |
Buy And Hold Return (%) | 9076.1681 | 9076.1681 | 9076.1681 | 9076.1681 | 9076.1681 | 9076.1681 |
Max Trade Drawdown | -6484774 | -42680 | -6598945 | -62696012 | -31141696 | -57669887 |
Profit Factor | 0.094 | 3.243 | 0.049 | 1.3381 | 0.8204 | 1.6629 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 39 | 21 | 18 | 29 | 16 | 13 |
Losing Trades | 22 | 10 | 12 | 32 | 15 | 17 |
Profitability (%) | 63.9344 | 67.7419 | 60 | 47.541 | 51.6129 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.053 | 1.5443 | 0.0327 | 1.4766 | 0.7691 | 2.1745 |
Largest Winning Trade | 45423 | 44372 | 45423 | 41713018 | 15625468 | 41713018 |
Largest Losing Trade | -6445060 | -22879 | -6445060 | -16187010 | -10263111 | -16187010 |
Avg Bars in Trades | 105 | 80 | 131 | 105 | 80 | 131 |
Avg Bars in Winners | 85 | 73 | 98 | 102 | 83 | 126 |
Avg Bars in Losers | 141 | 94 | 179 | 107 | 76 | 134 |
Bars Traded | 6420 | 2489 | 3931 | 6420 | 2489 | 3931 |
Profit Streak | 128.5969 | 128.5969 | 246.9302 | 128.5969 | 128.5969 | 440.5969 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744012 | -220825 | -578557 | -157937 | -580041 | 375914 |
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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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