Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1605220.2668 | 47083.7705 | -1652304.0373 | 8943127.3182 | -7794297.2763 | 16737424.5945 |
Total P&L (%) | -1605.2203 | 47.0838 | -1652.304 | 8943.1273 | -7794.2973 | 16737.4246 |
Avg Daily Profit (%) | -0.899 | 0.0264 | -0.9254 | 0.2526 | 0 | 0.2875 |
Buy And Hold Return (%) | 293.9953 | 293.9953 | 293.9953 | 293.9953 | 293.9953 | 293.9953 |
Max Trade Drawdown | -1845488 | -124845 | -1821878 | -14951942 | -13139953 | -5823674 |
Profit Factor | 0.251 | 1.2667 | 0.1598 | 1.3535 | 0.5105 | 2.7849 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 13 | 17 | 32 | 14 | 18 |
Losing Trades | 30 | 17 | 13 | 28 | 16 | 12 |
Profitability (%) | 50 | 43.3333 | 56.6667 | 53.3333 | 46.6667 | 60 |
Ratio Avg Win / Avg Loss | 0.251 | 1.6565 | 0.1222 | 1.1843 | 0.5834 | 1.8566 |
Largest Winning Trade | 106480 | 106480 | 70326 | 6483472 | 4394623 | 6483472 |
Largest Losing Trade | -1421457 | -37440 | -1421457 | -4157114 | -4157114 | -2177862 |
Avg Bars in Trades | 57 | 20 | 94 | 57 | 20 | 94 |
Avg Bars in Winners | 67 | 18 | 104 | 71 | 19 | 111 |
Avg Bars in Losers | 47 | 20 | 81 | 41 | 20 | 68 |
Bars Traded | 3437 | 600 | 2837 | 3437 | 600 | 2837 |
Profit Streak | 5.5506 | 0 | 8.0506 | 5.5506 | 0 | 8.0506 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -753572 | -324794 | -578830 | -163464 | -581844 | 593300 |
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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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