Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1006293.2383 | 123472.0544 | -1129765.2927 | 3269081.8772 | -15698312.2252 | 18967394.1024 |
Total P&L (%) | -1006.2932 | 123.4721 | -1129.7653 | 3269.0819 | -15698.3122 | 18967.3941 |
Avg Daily Profit (%) | -0.4455 | 0.0547 | -0.5001 | 0.1558 | 0 | 0.2327 |
Buy And Hold Return (%) | 367.9376 | 367.9376 | 367.9376 | 367.9376 | 367.9376 | 367.9376 |
Max Trade Drawdown | -1229689 | -121814 | -1275068 | -19577555 | -17878504 | -5089755 |
Profit Factor | 0.3902 | 1.4485 | 0.1782 | 1.0925 | 0.4566 | 3.9443 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 18 | 23 | 37 | 16 | 21 |
Losing Trades | 19 | 12 | 7 | 23 | 14 | 9 |
Profitability (%) | 68.3333 | 60 | 76.6667 | 61.6667 | 53.3333 | 70 |
Ratio Avg Win / Avg Loss | 0.1808 | 0.9656 | 0.0542 | 0.6791 | 0.3995 | 1.6904 |
Largest Winning Trade | 71067 | 71067 | 58534 | 15523450 | 6466070 | 15523450 |
Largest Losing Trade | -972267 | -56813 | -972267 | -11007137 | -11007137 | -3010642 |
Avg Bars in Trades | 217 | 291 | 143 | 217 | 291 | 143 |
Avg Bars in Winners | 105 | 140 | 77 | 113 | 123 | 105 |
Avg Bars in Losers | 459 | 517 | 359 | 384 | 483 | 230 |
Bars Traded | 13029 | 8738 | 4291 | 13029 | 8738 | 4291 |
Profit Streak | 149.436 | 149.436 | 525.6026 | 149.436 | 149.436 | 525.6026 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750427 | -283781 | -575913 | -283264 | -579041 | 696193 |
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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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