Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2255075.2728 | 83938.486 | -2339013.7588 | -28531.4196 | 17171228.2351 | -17199759.6547 |
Total P&L (%) | -2255.0753 | 83.9385 | -2339.0138 | -28.5314 | 17171.2282 | -17199.7597 |
Avg Daily Profit (%) | -1.1037 | 0.0411 | -1.1448 | -0.0164 | 0.2524 | 0 |
Buy And Hold Return (%) | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 |
Max Trade Drawdown | -2492569 | -133926 | -2472870 | -27323945 | -5299908 | -30403782 |
Profit Factor | 0.2541 | 1.2413 | 0.1257 | 0.9994 | 2.4516 | 0.5164 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 19 | 19 | 30 | 17 | 13 |
Losing Trades | 22 | 11 | 11 | 30 | 13 | 17 |
Profitability (%) | 63.3333 | 63.3333 | 63.3333 | 50 | 56.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.1471 | 0.7186 | 0.0728 | 0.9994 | 1.8747 | 0.6754 |
Largest Winning Trade | 72400 | 72400 | 31882 | 16576554 | 16576554 | 9510999 |
Largest Losing Trade | -1283132 | -70567 | -1283132 | -20945404 | -2546599 | -20945404 |
Avg Bars in Trades | 132 | 121 | 143 | 132 | 121 | 143 |
Avg Bars in Winners | 62 | 56 | 68 | 127 | 122 | 135 |
Avg Bars in Losers | 253 | 234 | 272 | 137 | 120 | 149 |
Bars Traded | 7948 | 3645 | 4304 | 7948 | 3645 | 4304 |
Profit Streak | 0 | 398.4435 | 0 | 0 | 398.4435 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752549 | -303484 | -579097 | -754277 | 514830 | -583418 |
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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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