Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1896615.3721 | -45145.1038 | -1851470.2683 | 1684380.0493 | -15958495.5828 | 17642875.632 |
Total P&L (%) | -1896.6154 | -45.1451 | -1851.4703 | 1684.38 | -15958.4956 | 17642.8756 |
Avg Daily Profit (%) | -1.0546 | -0.0251 | -1.0295 | 0.1604 | 0 | 0.2884 |
Buy And Hold Return (%) | 377.1136 | 377.1136 | 377.1136 | 377.1136 | 377.1136 | 377.1136 |
Max Trade Drawdown | -1174605 | -140627 | -1098287 | -12668094 | -15597358 | -7255621 |
Profit Factor | 0.191 | 0.8318 | 0.1081 | 1.0436 | 0.3867 | 2.4008 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 22 | 22 | 44 | 21 | 23 |
Losing Trades | 16 | 8 | 8 | 16 | 9 | 7 |
Profitability (%) | 73.3333 | 73.3333 | 73.3333 | 73.3333 | 70 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.0694 | 0.3025 | 0.0393 | 0.3795 | 0.1657 | 0.7307 |
Largest Winning Trade | 80307 | 80307 | 36796 | 14818614 | 1548659 | 14818614 |
Largest Losing Trade | -1098287 | -69642 | -1098287 | -8375873 | -8375873 | -6012217 |
Avg Bars in Trades | 57 | 53 | 61 | 57 | 53 | 61 |
Avg Bars in Winners | 18 | 15 | 21 | 23 | 11 | 33 |
Avg Bars in Losers | 164 | 158 | 171 | 151 | 151 | 152 |
Bars Traded | 3453 | 1612 | 1841 | 3453 | 1612 | 1841 |
Profit Streak | 12.6163 | 151.6163 | 12.6163 | 12.6163 | 151.6163 | 12.6163 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -749651 | -576418 | -576718 | -337194 | -576850 | 542908 |
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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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