Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1636498.64 | 502650.768 | -2139149.408 | 16949969.5673 | -14028837.3128 | 30978806.8801 |
Total P&L (%) | -1636.4986 | 502.6508 | -2139.1494 | 16949.9696 | -14028.8373 | 30978.8069 |
Avg Daily Profit (%) | -0.7235 | 0.2222 | -0.9457 | 0.2274 | 0 | 0.254 |
Buy And Hold Return (%) | 10507.1654 | 10507.1654 | 10507.1654 | 10507.1654 | 10507.1654 | 10507.1654 |
Max Trade Drawdown | -2045251 | -82640 | -2212357 | -40687290 | -22827471 | -21325540 |
Profit Factor | 0.387 | 3.5307 | 0.1343 | 1.1618 | 0.7318 | 1.5905 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 13 | 18 | 41 | 21 | 20 |
Losing Trades | 37 | 21 | 16 | 27 | 13 | 14 |
Profitability (%) | 45.5882 | 38.2353 | 52.9412 | 60.2941 | 61.7647 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.4619 | 5.7034 | 0.1194 | 0.7651 | 0.453 | 1.1133 |
Largest Winning Trade | 419668 | 419668 | 41723 | 33362718 | 7082263 | 33362718 |
Largest Losing Trade | -2019529 | -33326 | -2019529 | -14759585 | -14759585 | -10602027 |
Avg Bars in Trades | 62 | 53 | 71 | 62 | 53 | 71 |
Avg Bars in Winners | 60 | 55 | 64 | 58 | 50 | 65 |
Avg Bars in Losers | 64 | 52 | 79 | 69 | 58 | 80 |
Bars Traded | 4261 | 1824 | 2437 | 4261 | 1824 | 2437 |
Profit Streak | 119.7022 | 136.2022 | 119.7022 | 119.7022 | 136.2022 | 119.7022 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -694884 | -154464 | -579455 | -156206 | -578309 | 334315 |
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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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