Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1282946.4164 | -71267.5385 | -1211678.8779 | -505235.5233 | -3789509.9908 | 3284274.4675 |
Total P&L (%) | -1282.9464 | -71.2675 | -1211.6789 | -505.2355 | -3789.51 | 3284.2745 |
Avg Daily Profit (%) | -0.702 | -0.039 | -0.663 | 0 | 0 | 0.1929 |
Buy And Hold Return (%) | 854.1056 | 854.1056 | 854.1056 | 854.1056 | 854.1056 | 854.1056 |
Max Trade Drawdown | -1300708 | -208529 | -1218468 | -10928912 | -8523654 | -2459455 |
Profit Factor | 0.2591 | 0.7591 | 0.156 | 0.9667 | 0.6135 | 1.6102 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 17 | 18 | 24 | 9 | 15 |
Losing Trades | 25 | 13 | 12 | 36 | 21 | 15 |
Profitability (%) | 58.3333 | 56.6667 | 60 | 40 | 30 | 50 |
Ratio Avg Win / Avg Loss | 0.1851 | 0.5805 | 0.104 | 1.4501 | 1.4314 | 1.6102 |
Largest Winning Trade | 38469 | 38469 | 29888 | 3983143 | 1677203 | 3983143 |
Largest Losing Trade | -665231 | -71321 | -665231 | -7011398 | -7011398 | -1658802 |
Avg Bars in Trades | 86 | 96 | 77 | 86 | 96 | 77 |
Avg Bars in Winners | 38 | 39 | 37 | 90 | 103 | 82 |
Avg Bars in Losers | 154 | 169 | 137 | 84 | 93 | 71 |
Bars Traded | 5203 | 2884 | 2319 | 5203 | 2884 | 2319 |
Profit Streak | 32.8482 | 181.1816 | 0 | 0 | 0 | 177.5149 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752656 | -578604 | -579529 | -756777 | -586936 | 345148 |
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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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