Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -999964.9203 | 51754.0574 | -1051718.9777 | -1425226.1945 | -8880887.7301 | 7455661.5356 |
Total P&L (%) | -999.9649 | 51.7541 | -1051.719 | -1425.2262 | -8880.8877 | 7455.6615 |
Avg Daily Profit (%) | -0.5516 | 0.0286 | -0.5802 | 0 | 0 | 0.2389 |
Buy And Hold Return (%) | 556.6404 | 556.6404 | 556.6404 | 556.6404 | 556.6404 | 556.6404 |
Max Trade Drawdown | -1081506 | -164624 | -1103509 | -17820115 | -12814848 | -5656856 |
Profit Factor | 0.3914 | 1.1875 | 0.2307 | 0.9535 | 0.4672 | 1.5338 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 19 | 18 | 30 | 15 | 15 |
Losing Trades | 23 | 11 | 12 | 30 | 15 | 15 |
Profitability (%) | 61.6667 | 63.3333 | 60 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.2433 | 0.6875 | 0.1538 | 0.9535 | 0.4672 | 1.5338 |
Largest Winning Trade | 69370 | 69370 | 47171 | 13160042 | 2133427 | 13160042 |
Largest Losing Trade | -592310 | -73697 | -592310 | -10995673 | -10995673 | -3697558 |
Avg Bars in Trades | 117 | 126 | 108 | 117 | 126 | 108 |
Avg Bars in Winners | 64 | 67 | 60 | 121 | 132 | 110 |
Avg Bars in Losers | 202 | 228 | 179 | 113 | 120 | 106 |
Bars Traded | 7038 | 3794 | 3244 | 7038 | 3794 | 3244 |
Profit Streak | 33.6071 | 60.3571 | 0 | 0 | 0 | 155.6071 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752224 | -334168 | -579529 | -754277 | -580825 | 428777 |
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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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