Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -892686.6258 | 75209.9128 | -967896.5387 | -1171911.1259 | -6371471.5493 | 5199560.4234 |
Total P&L (%) | -892.6866 | 75.2099 | -967.8965 | -1171.9111 | -6371.4715 | 5199.5604 |
Avg Daily Profit (%) | -0.4837 | 0.0407 | -0.5244 | 0 | 0 | 0.2153 |
Buy And Hold Return (%) | 462.8467 | 462.8467 | 462.8467 | 462.8467 | 462.8467 | 462.8467 |
Max Trade Drawdown | -944862 | -145921 | -981338 | -15705284 | -10705369 | -5613233 |
Profit Factor | 0.42 | 1.2749 | 0.2352 | 0.9569 | 0.5572 | 1.4053 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 19 | 17 | 28 | 13 | 15 |
Losing Trades | 24 | 11 | 13 | 32 | 17 | 15 |
Profitability (%) | 60 | 63.3333 | 56.6667 | 46.6667 | 43.3333 | 50 |
Ratio Avg Win / Avg Loss | 0.28 | 0.7381 | 0.1798 | 1.0937 | 0.7287 | 1.4053 |
Largest Winning Trade | 68710 | 68710 | 47383 | 9689248 | 1354287 | 9689248 |
Largest Losing Trade | -490890 | -72879 | -490890 | -8900032 | -8900032 | -4676022 |
Avg Bars in Trades | 180 | 189 | 170 | 180 | 189 | 170 |
Avg Bars in Winners | 96 | 102 | 90 | 192 | 205 | 180 |
Avg Bars in Losers | 305 | 340 | 275 | 169 | 177 | 160 |
Bars Traded | 10810 | 5699 | 5111 | 10810 | 5699 | 5111 |
Profit Streak | 0 | 93.1147 | 0 | 56.1147 | 0 | 188.9481 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752981 | -303748 | -579961 | -753345 | -583418 | 367451 |
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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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