Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -865661.5802 | 61116.6396 | -926778.2198 | -1031968.5283 | -6418987.6361 | 5387019.1079 |
Total P&L (%) | -865.6616 | 61.1166 | -926.7782 | -1031.9685 | -6418.9876 | 5387.0191 |
Avg Daily Profit (%) | -0.4743 | 0.0335 | -0.5078 | 0 | 0 | 0.2197 |
Buy And Hold Return (%) | 799.3815 | 799.3815 | 799.3815 | 799.3815 | 799.3815 | 799.3815 |
Max Trade Drawdown | -946192 | -160207 | -960822 | -14447101 | -10468395 | -4666559 |
Profit Factor | 0.4199 | 1.2263 | 0.2416 | 0.9561 | 0.5113 | 1.5196 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 20 | 17 | 28 | 12 | 16 |
Losing Trades | 23 | 10 | 13 | 32 | 18 | 14 |
Profitability (%) | 61.6667 | 66.6667 | 56.6667 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.261 | 0.6132 | 0.1848 | 1.0927 | 0.7669 | 1.3297 |
Largest Winning Trade | 70651 | 70651 | 47980 | 8768334 | 1588807 | 8768334 |
Largest Losing Trade | -471543 | -74147 | -471543 | -9308663 | -9308663 | -3343136 |
Avg Bars in Trades | 172 | 186 | 159 | 172 | 186 | 159 |
Avg Bars in Winners | 96 | 106 | 84 | 175 | 197 | 158 |
Avg Bars in Losers | 295 | 344 | 256 | 170 | 178 | 160 |
Bars Traded | 10367 | 5584 | 4783 | 10367 | 5584 | 4783 |
Profit Streak | 45.8825 | 177.8825 | 0 | 0 | 0 | 168.5491 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752208 | -312501 | -579961 | -753907 | -584714 | 389162 |
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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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