Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1798145.8723 | 26620.8022 | -1824766.6745 | -1685070.5862 | -17373681.6971 | 15688611.1109 |
Total P&L (%) | -1798.1459 | 26.6208 | -1824.7667 | -1685.0706 | -17373.6817 | 15688.6111 |
Avg Daily Profit (%) | -0.9642 | 0.0143 | -0.9784 | 0 | 0 | 0.2718 |
Buy And Hold Return (%) | 7104.1808 | 7104.1808 | 7104.1808 | 7104.1808 | 7104.1808 | 7104.1808 |
Max Trade Drawdown | -1852887 | -164110 | -1843285 | -22451561 | -18309148 | -6685338 |
Profit Factor | 0.1994 | 1.1217 | 0.0999 | 0.947 | 0.1602 | 2.4146 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 19 | 21 | 31 | 13 | 18 |
Losing Trades | 22 | 12 | 10 | 31 | 18 | 13 |
Profitability (%) | 64.5161 | 61.2903 | 67.7419 | 50 | 41.9355 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.1097 | 0.7085 | 0.0476 | 0.947 | 0.2219 | 1.7439 |
Largest Winning Trade | 64296 | 64296 | 24414 | 16712780 | 1454603 | 16712780 |
Largest Losing Trade | -1032625 | -61761 | -1032625 | -7882744 | -7882744 | -5548279 |
Avg Bars in Trades | 111 | 108 | 114 | 111 | 108 | 114 |
Avg Bars in Winners | 46 | 52 | 41 | 89 | 77 | 98 |
Avg Bars in Losers | 230 | 198 | 268 | 133 | 131 | 137 |
Bars Traded | 6929 | 3370 | 3559 | 6929 | 3370 | 3559 |
Profit Streak | 46.4376 | 73.9376 | 0 | 0 | 0 | 227.6876 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736838 | -425875 | -578518 | -739277 | -583954 | 350308 |
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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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