Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1321592.082 | -75736.3825 | -1245855.6994 | -315226.5103 | -2967670.6188 | 2652444.1085 |
Total P&L (%) | -1321.5921 | -75.7364 | -1245.8557 | -315.2265 | -2967.6706 | 2652.4441 |
Avg Daily Profit (%) | -0.7296 | -0.0418 | -0.6877 | 0 | 0 | 0.1832 |
Buy And Hold Return (%) | 468.0665 | 468.0665 | 468.0665 | 468.0665 | 468.0665 | 468.0665 |
Max Trade Drawdown | -1368862 | -183246 | -1266321 | -7691901 | -6156474 | -1622939 |
Profit Factor | 0.2615 | 0.7593 | 0.1553 | 0.9714 | 0.5748 | 1.6553 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 18 | 18 | 30 | 14 | 16 |
Losing Trades | 24 | 12 | 12 | 30 | 16 | 14 |
Profitability (%) | 60 | 60 | 60 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.1744 | 0.5062 | 0.1036 | 0.9714 | 0.6569 | 1.4484 |
Largest Winning Trade | 29523 | 28017 | 29523 | 3608464 | 1154714 | 3608464 |
Largest Losing Trade | -592958 | -78294 | -592958 | -5585670 | -5585670 | -823662 |
Avg Bars in Trades | 115 | 116 | 114 | 115 | 116 | 114 |
Avg Bars in Winners | 60 | 74 | 46 | 110 | 109 | 110 |
Avg Bars in Losers | 197 | 179 | 215 | 121 | 123 | 118 |
Bars Traded | 6932 | 3501 | 3431 | 6932 | 3501 | 3431 |
Profit Streak | 20.5659 | 167.0659 | 20.5659 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751922 | -578175 | -578975 | -754277 | -582121 | 338888 |
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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) |
---|