Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3078838.4953 | 75303.944 | -3154142.4393 | -4051427.3159 | 9735318.7811 | -13786746.0971 |
Total P&L (%) | -3078.8385 | 75.3039 | -3154.1424 | -4051.4273 | 9735.3188 | -13786.7461 |
Avg Daily Profit (%) | -1.3908 | 0.034 | -1.4248 | 0 | 0.2075 | 0 |
Buy And Hold Return (%) | 183.9515 | 183.9515 | 183.9515 | 183.9515 | 183.9515 | 183.9515 |
Max Trade Drawdown | -3339525 | -89622 | -3280797 | -12687082 | -2959708 | -13846586 |
Profit Factor | 0.1633 | 1.2665 | 0.0715 | 0.865 | 1.9865 | 0.3154 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 20 | 19 | 25 | 14 | 11 |
Losing Trades | 21 | 10 | 11 | 35 | 16 | 19 |
Profitability (%) | 65 | 66.6667 | 63.3333 | 41.6667 | 46.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.0879 | 0.6332 | 0.0414 | 1.211 | 2.2703 | 0.5448 |
Largest Winning Trade | 68299 | 68299 | 37460 | 4720640 | 4720640 | 2673417 |
Largest Losing Trade | -3263384 | -50262 | -3263384 | -11093962 | -1434120 | -11093962 |
Avg Bars in Trades | 105 | 117 | 93 | 105 | 117 | 93 |
Avg Bars in Winners | 56 | 52 | 60 | 149 | 187 | 100 |
Avg Bars in Losers | 197 | 248 | 151 | 74 | 57 | 89 |
Bars Traded | 6345 | 3535 | 2810 | 6345 | 3535 | 2810 |
Profit Streak | 21.1208 | 26.1208 | 21.1208 | 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 | -751279 | -312359 | -578545 | -756129 | 379161 | -586010 |
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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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