Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1920347.1758 | 116867.1985 | -2037214.3742 | 3652311.2187 | -22970048.9296 | 26622360.1482 |
Total P&L (%) | -1920.3472 | 116.8672 | -2037.2144 | 3652.3112 | -22970.0489 | 26622.3601 |
Avg Daily Profit (%) | -0.9783 | 0.0595 | -1.0378 | 0.1848 | 0 | 0.2851 |
Buy And Hold Return (%) | 1621.4156 | 1621.4156 | 1621.4156 | 1621.4156 | 1621.4156 | 1621.4156 |
Max Trade Drawdown | -2229010 | -94595 | -2183147 | -37825708 | -29247043 | -21068798 |
Profit Factor | 0.253 | 1.5185 | 0.1313 | 1.0362 | 0.5307 | 1.5138 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 53 | 26 | 27 | 53 | 25 | 28 |
Losing Trades | 29 | 15 | 14 | 29 | 16 | 13 |
Profitability (%) | 64.6341 | 63.4146 | 65.8537 | 64.6341 | 60.9756 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.1384 | 0.8761 | 0.0681 | 0.567 | 0.3397 | 0.7029 |
Largest Winning Trade | 46006 | 28910 | 46006 | 54724144 | 4816235 | 54724144 |
Largest Losing Trade | -1865793 | -66433 | -1865793 | -27177920 | -27177920 | -21068798 |
Avg Bars in Trades | 138 | 142 | 134 | 138 | 142 | 134 |
Avg Bars in Winners | 66 | 70 | 63 | 71 | 72 | 70 |
Avg Bars in Losers | 269 | 268 | 270 | 260 | 251 | 270 |
Bars Traded | 11343 | 5845 | 5498 | 11343 | 5845 | 5498 |
Profit Streak | 414.2954 | 0 | 569.7954 | 414.2954 | 0 | 569.7954 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586795 | -277676 | -577728 | -185635 | -579319 | 426769 |
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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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