Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6135850.4499 | 61219.2392 | -6197069.6892 | 67508950.904 | 5397972.2124 | 62110978.6916 |
Total P&L (%) | -6135.8505 | 61.2192 | -6197.0697 | 67508.9509 | 5397.9722 | 62110.9787 |
Avg Daily Profit (%) | -2.5922 | 0.0259 | -2.6181 | 0.2757 | 0.1694 | 0.2722 |
Buy And Hold Return (%) | 785.9671 | 785.9671 | 785.9671 | 785.9671 | 785.9671 | 785.9671 |
Max Trade Drawdown | -6356529 | -20899 | -6363789 | -73446497 | -7437806 | -72260185 |
Profit Factor | 0.068 | 2.6975 | 0.0535 | 1.5949 | 1.3051 | 1.6485 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 56 | 28 | 28 | 26 | 13 | 13 |
Losing Trades | 11 | 6 | 5 | 41 | 21 | 20 |
Profitability (%) | 83.5821 | 82.3529 | 84.8485 | 38.806 | 38.2353 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0133 | 0.578 | 0.0095 | 2.5151 | 2.1082 | 2.5361 |
Largest Winning Trade | 32745 | 14731 | 32745 | 106465143 | 7608866 | 106465143 |
Largest Losing Trade | -6352018 | -20899 | -6352018 | -18583084 | -3127075 | -18583084 |
Avg Bars in Trades | 90 | 3 | 179 | 90 | 3 | 179 |
Avg Bars in Winners | 38 | 2 | 74 | 104 | 5 | 203 |
Avg Bars in Losers | 354 | 10 | 768 | 81 | 3 | 164 |
Bars Traded | 6065 | 134 | 5931 | 6065 | 134 | 5931 |
Profit Streak | 203.4138 | 203.4138 | 240.7472 | 203.4138 | 203.4138 | 240.7472 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -696564 | -316759 | -575088 | -112972 | 186912 | 323314 |
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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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