Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1176369.0446 | -2707.7962 | -1173661.2484 | -1133370.8742 | -3976626.334 | 2843255.4598 |
Total P&L (%) | -1176.369 | -2.7078 | -1173.6612 | -1133.3709 | -3976.6263 | 2843.2555 |
Avg Daily Profit (%) | -0.6493 | -0.0015 | -0.6478 | 0 | 0 | 0.1869 |
Buy And Hold Return (%) | 474.0167 | 474.0167 | 474.0167 | 474.0167 | 474.0167 | 474.0167 |
Max Trade Drawdown | -1231400 | -143917 | -1205288 | -10925536 | -8008130 | -3355626 |
Profit Factor | 0.326 | 0.991 | 0.1882 | 0.9343 | 0.626 | 1.4305 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 19 | 19 | 28 | 12 | 16 |
Losing Trades | 22 | 11 | 11 | 32 | 18 | 14 |
Profitability (%) | 63.3333 | 63.3333 | 63.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.1887 | 0.5737 | 0.109 | 1.0677 | 0.939 | 1.2517 |
Largest Winning Trade | 35908 | 35908 | 33068 | 4671063 | 1504628 | 4671063 |
Largest Losing Trade | -634965 | -72980 | -634965 | -6345496 | -6345496 | -1633259 |
Avg Bars in Trades | 118 | 121 | 115 | 118 | 121 | 115 |
Avg Bars in Winners | 61 | 66 | 56 | 119 | 118 | 120 |
Avg Bars in Losers | 216 | 216 | 217 | 117 | 123 | 109 |
Bars Traded | 7095 | 3643 | 3452 | 7095 | 3643 | 3452 |
Profit Streak | 6.2067 | 167.4567 | 6.2067 | 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 | -751382 | -577742 | -578402 | -753907 | -584714 | 306846 |
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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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