Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1815374.4094 | 164752.9187 | -1980127.3281 | 2760304.3013 | -23261882.5276 | 26022186.8289 |
Total P&L (%) | -1815.3744 | 164.7529 | -1980.1273 | 2760.3043 | -23261.8825 | 26022.1868 |
Avg Daily Profit (%) | -0.9246 | 0.0839 | -1.0085 | 0.1709 | 0 | 0.2838 |
Buy And Hold Return (%) | 1432.3102 | 1432.3102 | 1432.3102 | 1432.3102 | 1432.3102 | 1432.3102 |
Max Trade Drawdown | -2150003 | -114614 | -2150247 | -38726083 | -25163717 | -15303101 |
Profit Factor | 0.2596 | 1.8474 | 0.1229 | 1.0364 | 0.4067 | 1.7104 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 39 | 20 | 19 | 39 | 19 | 20 |
Losing Trades | 19 | 9 | 10 | 19 | 10 | 9 |
Profitability (%) | 67.2414 | 68.9655 | 65.5172 | 67.2414 | 65.5172 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.1265 | 0.8313 | 0.0647 | 0.5049 | 0.2141 | 0.7697 |
Largest Winning Trade | 66501 | 66501 | 52778 | 47875463 | 6333991 | 47875463 |
Largest Losing Trade | -1851960 | -62897 | -1851960 | -16260986 | -16260986 | -15147929 |
Avg Bars in Trades | 129 | 129 | 130 | 129 | 129 | 130 |
Avg Bars in Winners | 73 | 76 | 71 | 78 | 79 | 77 |
Avg Bars in Losers | 245 | 248 | 242 | 235 | 224 | 246 |
Bars Traded | 7534 | 3762 | 3771 | 7534 | 3762 | 3771 |
Profit Streak | 436.0263 | 436.0263 | 557.0263 | 436.0263 | 436.0263 | 557.0263 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756704 | -242990 | -577487 | -357668 | -578236 | 466404 |
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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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