Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1082478.5251 | -42710.9338 | -1039767.5913 | 621835.2455 | -2037401.4135 | 2659236.659 |
Total P&L (%) | -1082.4785 | -42.7109 | -1039.7676 | 621.8352 | -2037.4014 | 2659.2367 |
Avg Daily Profit (%) | -0.5723 | -0.0226 | -0.5497 | 0.1046 | 0 | 0.1755 |
Buy And Hold Return (%) | 304.1523 | 304.1523 | 304.1523 | 304.1523 | 304.1523 | 304.1523 |
Max Trade Drawdown | -1223034 | -144640 | -1106223 | -2300986 | -2662599 | -1112422 |
Profit Factor | 0.2819 | 0.8573 | 0.1394 | 1.121 | 0.4026 | 2.5368 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 15 | 21 | 34 | 14 | 20 |
Losing Trades | 24 | 15 | 9 | 26 | 16 | 10 |
Profitability (%) | 60 | 50 | 70 | 56.6667 | 46.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1879 | 0.8573 | 0.0597 | 0.8572 | 0.4601 | 1.2684 |
Largest Winning Trade | 37674 | 37674 | 19121 | 3110298 | 314632 | 3110298 |
Largest Losing Trade | -778629 | -57884 | -778629 | -1517540 | -1517540 | -1041616 |
Avg Bars in Trades | 61 | 72 | 50 | 61 | 72 | 50 |
Avg Bars in Winners | 36 | 49 | 27 | 39 | 54 | 28 |
Avg Bars in Losers | 98 | 96 | 102 | 90 | 88 | 94 |
Bars Traded | 3692 | 2182 | 1510 | 3692 | 2182 | 1510 |
Profit Streak | 55.659 | 55.659 | 287.159 | 55.659 | 55.659 | 287.159 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751455 | -579843 | -576841 | -319822 | -581139 | 542098 |
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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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