Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2633832.0935 | -136890.4182 | -2496941.6753 | 779395.3333 | -18180265.5574 | 18959660.8907 |
Total P&L (%) | -2633.8321 | -136.8904 | -2496.9417 | 779.3953 | -18180.2656 | 18959.6609 |
Avg Daily Profit (%) | -1.4717 | -0.0765 | -1.3952 | 0.1216 | 0 | 0.2938 |
Buy And Hold Return (%) | 250.8455 | 250.8455 | 250.8455 | 250.8455 | 250.8455 | 250.8455 |
Max Trade Drawdown | -2638818 | -183265 | -2537206 | -19138316 | -20703162 | -810925 |
Profit Factor | 0.0774 | 0.4534 | 0.0412 | 1.0319 | 0.1978 | 11.6174 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 47 | 24 | 23 | 45 | 22 | 23 |
Losing Trades | 13 | 6 | 7 | 15 | 8 | 7 |
Profitability (%) | 78.3333 | 80 | 76.6667 | 75 | 73.3333 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.0214 | 0.1134 | 0.0126 | 0.344 | 0.0719 | 3.5357 |
Largest Winning Trade | 15474 | 15474 | 10046 | 15342417 | 892871 | 15342417 |
Largest Losing Trade | -1850991 | -83123 | -1850991 | -13235058 | -13235058 | -701052 |
Avg Bars in Trades | 85 | 115 | 55 | 85 | 115 | 55 |
Avg Bars in Winners | 13 | 17 | 9 | 22 | 12 | 30 |
Avg Bars in Losers | 345 | 510 | 203 | 275 | 398 | 135 |
Bars Traded | 5122 | 3470 | 1652 | 5122 | 3470 | 1652 |
Profit Streak | 15.8476 | 0 | 283.1809 | 15.8476 | 0 | 283.1809 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750025 | -576936 | -575954 | -390145 | -577800 | 798874 |
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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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