Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1869398.4671 | -168157.6253 | -1701240.8419 | -172139.1019 | -2146927.2634 | 1974788.1615 |
Total P&L (%) | -1869.3985 | -168.1576 | -1701.2408 | -172.1391 | -2146.9273 | 1974.7882 |
Avg Daily Profit (%) | -1.0121 | -0.091 | -0.921 | 0 | 0 | 0.1643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1924911 | -222351 | -1759029 | -2868692 | -2722665 | -1995185 |
Profit Factor | 0.1601 | 0.4812 | 0.1053 | 0.9759 | 0.4275 | 1.5815 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 17 | 21 | 26 | 12 | 14 |
Losing Trades | 22 | 13 | 9 | 34 | 18 | 16 |
Profitability (%) | 63.3333 | 56.6667 | 70 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0927 | 0.368 | 0.0451 | 1.2762 | 0.6413 | 1.8074 |
Largest Winning Trade | 24029 | 24029 | 18896 | 4329261 | 1068797 | 4329261 |
Largest Losing Trade | -1468461 | -64374 | -1468461 | -1581360 | -1213744 | -1581360 |
Avg Bars in Trades | 359 | 422 | 297 | 359 | 422 | 297 |
Avg Bars in Winners | 156 | 181 | 135 | 364 | 479 | 266 |
Avg Bars in Losers | 711 | 736 | 675 | 356 | 383 | 324 |
Bars Traded | 21592 | 12664 | 8928 | 21592 | 12664 | 8928 |
Profit Streak | 76.8677 | 76.8677 | 280.1177 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751082 | -578996 | -576861 | -755203 | -584714 | 334941 |
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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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