Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -868209.0975 | 87414.915 | -955624.0125 | -1003059.7818 | -4358825.9262 | 3355766.1443 |
Total P&L (%) | -868.2091 | 87.4149 | -955.624 | -1003.0598 | -4358.8259 | 3355.7661 |
Avg Daily Profit (%) | -0.4764 | 0.048 | -0.5244 | 0 | 0 | 0.1946 |
Buy And Hold Return (%) | 677.81 | 677.81 | 677.81 | 677.81 | 677.81 | 677.81 |
Max Trade Drawdown | -1005868 | -139402 | -997900 | -12198069 | -9301392 | -3256368 |
Profit Factor | 0.4223 | 1.2943 | 0.2075 | 0.9415 | 0.6318 | 1.6321 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 16 | 20 | 31 | 13 | 18 |
Losing Trades | 24 | 14 | 10 | 29 | 17 | 12 |
Profitability (%) | 60 | 53.3333 | 66.6667 | 51.6667 | 43.3333 | 60 |
Ratio Avg Win / Avg Loss | 0.2815 | 1.1325 | 0.1037 | 0.8808 | 0.8262 | 1.0881 |
Largest Winning Trade | 50892 | 50892 | 44937 | 4183450 | 2077258 | 4183450 |
Largest Losing Trade | -464632 | -76807 | -464632 | -7323015 | -7323015 | -1594296 |
Avg Bars in Trades | 88 | 92 | 85 | 88 | 92 | 85 |
Avg Bars in Winners | 53 | 62 | 46 | 78 | 82 | 75 |
Avg Bars in Losers | 142 | 125 | 165 | 100 | 99 | 101 |
Bars Traded | 5337 | 2765 | 2572 | 5337 | 2765 | 2572 |
Profit Streak | 23.3965 | 23.3965 | 26.7298 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751946 | -293646 | -578123 | -754061 | -583418 | 354329 |
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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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