Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2016748.4077 | -17593.812 | -1999154.5957 | 20312670.9055 | -3320706.2948 | 23633377.2003 |
Total P&L (%) | -2016.7484 | -17.5938 | -1999.1546 | 20312.6709 | -3320.7063 | 23633.3772 |
Avg Daily Profit (%) | -1.0925 | -0.0095 | -1.083 | 0.2886 | 0 | 0.2967 |
Buy And Hold Return (%) | 72.0476 | 72.0476 | 72.0476 | 72.0476 | 72.0476 | 72.0476 |
Max Trade Drawdown | -2118625 | -39023 | -2123281 | -8564432 | -6501339 | -7461819 |
Profit Factor | 0.1942 | 0.8283 | 0.1672 | 1.7549 | 0.6036 | 2.2754 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 18 | 18 | 32 | 16 | 16 |
Losing Trades | 31 | 16 | 15 | 35 | 18 | 17 |
Profitability (%) | 53.7313 | 52.9412 | 54.5455 | 47.7612 | 47.0588 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.1673 | 0.7363 | 0.1393 | 1.9195 | 0.679 | 2.4176 |
Largest Winning Trade | 51196 | 14794 | 51196 | 20596125 | 2523580 | 20596125 |
Largest Losing Trade | -1812870 | -12894 | -1812870 | -4184935 | -2422779 | -4184935 |
Avg Bars in Trades | 318 | 12 | 634 | 318 | 12 | 634 |
Avg Bars in Winners | 138 | 11 | 265 | 242 | 10 | 474 |
Avg Bars in Losers | 527 | 13 | 1076 | 387 | 13 | 784 |
Bars Traded | 21343 | 415 | 20928 | 21343 | 415 | 20928 |
Profit Streak | 101.6379 | 101.6379 | 101.8046 | 101.6379 | 101.6379 | 101.8046 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700335 | -579575 | -579653 | -109068 | -581100 | 473137 |
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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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