Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1217075.1314 | 28408.2329 | -1245483.3643 | -2094830.6461 | -8694475.5544 | 6599644.9083 |
Total P&L (%) | -1217.0751 | 28.4082 | -1245.4834 | -2094.8306 | -8694.4756 | 6599.6449 |
Avg Daily Profit (%) | -0.6658 | 0.0155 | -0.6813 | 0 | 0 | 0.2303 |
Buy And Hold Return (%) | 720.955 | 720.955 | 720.955 | 720.955 | 720.955 | 720.955 |
Max Trade Drawdown | -1314111 | -158115 | -1293648 | -23362982 | -15732471 | -9345015 |
Profit Factor | 0.3407 | 1.1057 | 0.2103 | 0.9474 | 0.5643 | 1.3326 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 19 | 17 | 33 | 16 | 17 |
Losing Trades | 24 | 11 | 13 | 27 | 14 | 13 |
Profitability (%) | 60 | 63.3333 | 56.6667 | 55 | 53.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.2271 | 0.6402 | 0.1609 | 0.7751 | 0.4938 | 1.019 |
Largest Winning Trade | 70202 | 70202 | 64133 | 13690547 | 1955694 | 13690547 |
Largest Losing Trade | -696840 | -69197 | -696840 | -12984482 | -12984482 | -4593589 |
Avg Bars in Trades | 118 | 112 | 124 | 118 | 112 | 124 |
Avg Bars in Winners | 67 | 71 | 62 | 114 | 113 | 115 |
Avg Bars in Losers | 195 | 184 | 204 | 123 | 112 | 135 |
Bars Traded | 7106 | 3381 | 3725 | 7106 | 3381 | 3725 |
Profit Streak | 40.8071 | 76.0571 | 40.8071 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751555 | -441121 | -579412 | -753629 | -580393 | 338262 |
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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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