Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2569724.5586 | 69291.9064 | -2639016.465 | 17584784.194 | -3252757.7547 | 20837541.9487 |
Total P&L (%) | -2569.7246 | 69.2919 | -2639.0165 | 17584.7842 | -3252.7578 | 20837.5419 |
Avg Daily Profit (%) | -1.3846 | 0.0373 | -1.4219 | 0.2792 | 0 | 0.2884 |
Buy And Hold Return (%) | 8812.2012 | 8812.2012 | 8812.2012 | 8812.2012 | 8812.2012 | 8812.2012 |
Max Trade Drawdown | -2761862 | -125743 | -2711270 | -13786076 | -11062418 | -8326686 |
Profit Factor | 0.1899 | 1.3282 | 0.1087 | 1.4189 | 0.8122 | 1.845 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 17 | 16 | 31 | 14 | 17 |
Losing Trades | 29 | 14 | 15 | 31 | 17 | 14 |
Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 50 | 45.1613 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.1669 | 1.0938 | 0.1019 | 1.4189 | 0.9863 | 1.5194 |
Largest Winning Trade | 58843 | 52779 | 58843 | 13852137 | 3294146 | 13852137 |
Largest Losing Trade | -1830524 | -39069 | -1830524 | -7763913 | -3576704 | -7763913 |
Avg Bars in Trades | 82 | 43 | 121 | 82 | 43 | 121 |
Avg Bars in Winners | 54 | 34 | 76 | 83 | 28 | 128 |
Avg Bars in Losers | 114 | 53 | 170 | 81 | 54 | 113 |
Bars Traded | 5113 | 1335 | 3778 | 5113 | 1335 | 3778 |
Profit Streak | 75.7988 | 150.1321 | 0 | 75.7988 | 150.1321 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738301 | -307387 | -580608 | -155335 | -582125 | 303238 |
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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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