Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6782032.8485 | -539.2967 | -6781493.5517 | -1321775.1154 | 8648129.2366 | -9969904.3519 |
Total P&L (%) | -6782.0328 | -0.5393 | -6781.4936 | -1321.7751 | 8648.1292 | -9969.9044 |
Avg Daily Profit (%) | -3.4549 | -0.0003 | -3.4547 | 0 | 0.228 | 0 |
Buy And Hold Return (%) | 1710.1145 | 1710.1145 | 1710.1145 | 1710.1145 | 1710.1145 | 1710.1145 |
Max Trade Drawdown | -7005275 | -107094 | -6924992 | -16965998 | -1669636 | -16989955 |
Profit Factor | 0.064 | 0.9976 | 0.0344 | 0.9466 | 3.2093 | 0.522 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 17 | 21 | 30 | 16 | 14 |
Losing Trades | 22 | 13 | 9 | 30 | 14 | 16 |
Profitability (%) | 63.3333 | 56.6667 | 70 | 50 | 53.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0371 | 0.7629 | 0.0148 | 0.9466 | 2.8081 | 0.5966 |
Largest Winning Trade | 42747 | 41422 | 42747 | 5287902 | 5287902 | 4370561 |
Largest Losing Trade | -6772423 | -57964 | -6772423 | -16751448 | -1597704 | -16751448 |
Avg Bars in Trades | 189 | 175 | 203 | 189 | 175 | 203 |
Avg Bars in Winners | 116 | 101 | 128 | 238 | 225 | 252 |
Avg Bars in Losers | 315 | 272 | 378 | 141 | 118 | 161 |
Bars Traded | 11387 | 5275 | 6112 | 11387 | 5275 | 6112 |
Profit Streak | 433.9706 | 433.9706 | 552.9706 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751210 | -579376 | -576898 | -754277 | 486024 | -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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