Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1391573.244 | -48527.1241 | -1343046.12 | -803914.4141 | -4298283.2616 | 3494368.8474 |
Total P&L (%) | -1391.5732 | -48.5271 | -1343.0461 | -803.9144 | -4298.2833 | 3494.3688 |
Avg Daily Profit (%) | -0.7674 | -0.0268 | -0.7407 | 0 | 0 | 0.1977 |
Buy And Hold Return (%) | 492.4813 | 492.4813 | 492.4813 | 492.4813 | 492.4813 | 492.4813 |
Max Trade Drawdown | -1428503 | -170006 | -1360954 | -10863806 | -7717714 | -3539909 |
Profit Factor | 0.2734 | 0.8521 | 0.1538 | 0.952 | 0.5721 | 1.5204 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 16 | 17 | 26 | 13 | 13 |
Losing Trades | 27 | 14 | 13 | 34 | 17 | 17 |
Profitability (%) | 55 | 53.3333 | 56.6667 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.2237 | 0.7456 | 0.1176 | 1.245 | 0.7482 | 1.9882 |
Largest Winning Trade | 49761 | 49761 | 31883 | 5370222 | 1951802 | 5370222 |
Largest Losing Trade | -780111 | -74232 | -780111 | -6709260 | -6709260 | -2390243 |
Avg Bars in Trades | 116 | 122 | 110 | 116 | 122 | 110 |
Avg Bars in Winners | 58 | 58 | 59 | 123 | 126 | 119 |
Avg Bars in Losers | 187 | 195 | 178 | 111 | 119 | 104 |
Bars Traded | 7004 | 3676 | 3328 | 7004 | 3676 | 3328 |
Profit Streak | 35.2312 | 62.2312 | 0 | 0 | 0 | 156.7312 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -753087 | -579833 | -579961 | -755203 | -583418 | 319841 |
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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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