Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5927244.2351 | 249372.3184 | -6176616.5536 | 27231524.1561 | -16420564.7004 | 43652088.8564 |
Total P&L (%) | -5927.2442 | 249.3723 | -6176.6166 | 27231.5242 | -16420.5647 | 43652.0889 |
Avg Daily Profit (%) | -2.6169 | 0.1101 | -2.727 | 0.248 | 0 | 0.2688 |
Buy And Hold Return (%) | 11780.4444 | 11780.4444 | 11780.4444 | 11780.4444 | 11780.4444 | 11780.4444 |
Max Trade Drawdown | -6230244 | -114770 | -6278075 | -81532956 | -50069248 | -69203501 |
Profit Factor | 0.1068 | 2.1467 | 0.0377 | 1.137 | 0.8335 | 1.4357 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 15 | 17 | 34 | 17 | 17 |
Losing Trades | 30 | 16 | 14 | 28 | 14 | 14 |
Profitability (%) | 51.6129 | 48.3871 | 54.8387 | 54.8387 | 54.8387 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.1001 | 2.2898 | 0.031 | 0.9363 | 0.6864 | 1.1823 |
Largest Winning Trade | 106763 | 106763 | 42657 | 74097674 | 21051342 | 74097674 |
Largest Losing Trade | -6158097 | -39114 | -6158097 | -43292066 | -26959555 | -43292066 |
Avg Bars in Trades | 67 | 77 | 57 | 67 | 77 | 57 |
Avg Bars in Winners | 60 | 80 | 42 | 62 | 69 | 56 |
Avg Bars in Losers | 75 | 74 | 76 | 73 | 87 | 59 |
Bars Traded | 4189 | 2400 | 1789 | 4189 | 2400 | 1789 |
Profit Streak | 95.6695 | 95.6695 | 227.1695 | 95.6695 | 95.6695 | 342.1695 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738109 | -207811 | -579217 | -224820 | -579631 | 324222 |
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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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