Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1882269.6485 | 225268.9607 | -2107538.6092 | -91675.4261 | 48261416.2087 | -48353091.6348 |
Total P&L (%) | -1882.2696 | 225.269 | -2107.5386 | -91.6754 | 48261.4162 | -48353.0916 |
Avg Daily Profit (%) | -1.0297 | 0.1232 | -1.1529 | -0.1359 | 0.3387 | 0 |
Buy And Hold Return (%) | 6298.9021 | 6298.9021 | 6298.9021 | 6298.9021 | 6298.9021 | 6298.9021 |
Max Trade Drawdown | -2131562 | -169755 | -2159751 | -71065706 | -5985606 | -77759193 |
Profit Factor | 0.3025 | 1.6922 | 0.1119 | 0.999 | 5.6515 | 0.3827 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 16 | 19 | 29 | 17 | 12 |
Losing Trades | 25 | 14 | 11 | 31 | 13 | 18 |
Profitability (%) | 58.3333 | 53.3333 | 63.3333 | 48.3333 | 56.6667 | 40 |
Ratio Avg Win / Avg Loss | 0.2161 | 1.4807 | 0.0648 | 1.0679 | 4.3218 | 0.5741 |
Largest Winning Trade | 122965 | 122965 | 49790 | 35304167 | 35304167 | 20606617 |
Largest Losing Trade | -1190289 | -76619 | -1190289 | -64686480 | -4096634 | -64686480 |
Avg Bars in Trades | 352 | 439 | 266 | 352 | 439 | 266 |
Avg Bars in Winners | 150 | 203 | 105 | 436 | 514 | 326 |
Avg Bars in Losers | 636 | 708 | 545 | 274 | 341 | 226 |
Bars Traded | 21177 | 13176 | 8001 | 21177 | 13176 | 8001 |
Profit Streak | 341.8397 | 384.3397 | 341.8397 | 341.8397 | 384.3397 | 341.8397 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752232 | -191209 | -578510 | -752293 | 680353 | -584127 |
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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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