Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2854432.9825 | -128698.5153 | -2725734.4672 | 2107921.5803 | -24073284.7374 | 26181206.3177 |
Total P&L (%) | -2854.433 | -128.6985 | -2725.7345 | 2107.9216 | -24073.2847 | 26181.2063 |
Avg Daily Profit (%) | -1.599 | -0.0721 | -1.5269 | 0.1735 | 0 | 0.3126 |
Buy And Hold Return (%) | 295.7202 | 295.7202 | 295.7202 | 295.7202 | 295.7202 | 295.7202 |
Max Trade Drawdown | -2994064 | -224204 | -2070185 | -22845630 | -25514186 | -1848733 |
Profit Factor | 0.1107 | 0.5614 | 0.0654 | 1.0711 | 0.0951 | 9.5901 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 43 | 19 | 24 | 43 | 18 | 25 |
Losing Trades | 17 | 11 | 6 | 17 | 12 | 5 |
Profitability (%) | 71.6667 | 63.3333 | 80 | 71.6667 | 60 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.0438 | 0.325 | 0.0164 | 0.4235 | 0.0634 | 1.918 |
Largest Winning Trade | 30044 | 30044 | 23670 | 19561690 | 1037999 | 19561690 |
Largest Losing Trade | -2069626 | -63921 | -2069626 | -10265836 | -10265836 | -1127645 |
Avg Bars in Trades | 171 | 202 | 140 | 171 | 202 | 140 |
Avg Bars in Winners | 53 | 51 | 54 | 67 | 39 | 87 |
Avg Bars in Losers | 470 | 463 | 482 | 433 | 447 | 400 |
Bars Traded | 10283 | 6083 | 4200 | 10283 | 6083 | 4200 |
Profit Streak | 53.0272 | 53.0272 | 261.6939 | 53.0272 | 53.0272 | 261.6939 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -749870 | -577688 | -575450 | -305274 | -578120 | 834485 |
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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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