Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2597677.233 | -49188.3903 | -2548488.8427 | 3720493.0661 | -26011280.1169 | 29731773.183 |
Total P&L (%) | -2597.6772 | -49.1884 | -2548.4888 | 3720.4931 | -26011.2801 | 29731.7732 |
Avg Daily Profit (%) | -1.4551 | -0.0276 | -1.4275 | 0.2043 | 0 | 0.3197 |
Buy And Hold Return (%) | 250.6826 | 250.6826 | 250.6826 | 250.6826 | 250.6826 | 250.6826 |
Max Trade Drawdown | -2802976 | -135864 | -2684095 | -23960362 | -26844199 | -1743445 |
Profit Factor | 0.1349 | 0.8108 | 0.0709 | 1.1109 | 0.1385 | 9.8806 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 45 | 20 | 25 | 45 | 19 | 26 |
Losing Trades | 15 | 10 | 5 | 15 | 11 | 4 |
Profitability (%) | 75 | 66.6667 | 83.3333 | 75 | 63.3333 | 86.6667 |
Ratio Avg Win / Avg Loss | 0.045 | 0.4054 | 0.0142 | 0.3703 | 0.0802 | 1.5201 |
Largest Winning Trade | 32057 | 32057 | 23811 | 25335325 | 773517 | 25335325 |
Largest Losing Trade | -1947047 | -85773 | -1947047 | -16999582 | -16999582 | -1442063 |
Avg Bars in Trades | 115 | 150 | 79 | 115 | 150 | 79 |
Avg Bars in Winners | 35 | 45 | 26 | 45 | 39 | 49 |
Avg Bars in Losers | 355 | 360 | 345 | 324 | 342 | 274 |
Bars Traded | 6908 | 4522 | 2386 | 6908 | 4522 | 2386 |
Profit Streak | 47.9461 | 47.9461 | 555.6961 | 47.9461 | 47.9461 | 555.6961 |
Trades During Streak | 5 | 2 | 16 | 5 | 2 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -749488 | -577675 | -575090 | -260818 | -578107 | 849606 |
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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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