Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -943976.2545 | 108868.4505 | -1052844.7049 | -12804866.1218 | 9608203.8378 | -22413069.9596 |
Total P&L (%) | -943.9763 | 108.8685 | -1052.8447 | -12804.8661 | 9608.2038 | -22413.07 |
Avg Daily Profit (%) | -0.4172 | 0.0481 | -0.4653 | 0 | 0.2024 | 0 |
Buy And Hold Return (%) | 514.4049 | 514.4049 | 514.4049 | 514.4049 | 514.4049 | 514.4049 |
Max Trade Drawdown | -1218605 | -67145 | -1233374 | -50181447 | -16102382 | -41487390 |
Profit Factor | 0.4084 | 1.61 | 0.2571 | 0.8736 | 1.2568 | 0.6494 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 18 | 15 | 30 | 16 | 14 |
Losing Trades | 27 | 12 | 15 | 30 | 14 | 16 |
Profitability (%) | 55 | 60 | 50 | 50 | 53.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.3341 | 1.0733 | 0.2571 | 0.8736 | 1.0997 | 0.7422 |
Largest Winning Trade | 51036 | 39612 | 51036 | 16653577 | 16653577 | 10703310 |
Largest Losing Trade | -620315 | -34622 | -620315 | -14304365 | -7776478 | -14304365 |
Avg Bars in Trades | 69 | 31 | 106 | 69 | 31 | 106 |
Avg Bars in Winners | 75 | 38 | 121 | 58 | 23 | 97 |
Avg Bars in Losers | 61 | 22 | 92 | 80 | 41 | 114 |
Bars Traded | 4159 | 954 | 3205 | 4159 | 954 | 3205 |
Profit Streak | 0 | 0 | 163.4968 | 72.4968 | 143.4968 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -753629 | -291240 | -580246 | -753719 | 318059 | -582121 |
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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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