Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1140549.6354 | 80900.0383 | -1221449.6737 | 3549831.8366 | -2895451.4465 | 6445283.2831 |
Total P&L (%) | -1140.5496 | 80.9 | -1221.4497 | 3549.8318 | -2895.4514 | 6445.2833 |
Avg Daily Profit (%) | -0.6064 | 0.043 | -0.6494 | 0.1914 | 0 | 0.2225 |
Buy And Hold Return (%) | 195.9577 | 195.9577 | 195.9577 | 195.9577 | 195.9577 | 195.9577 |
Max Trade Drawdown | -1328377 | -34324 | -1361980 | -14731036 | -5204812 | -15388474 |
Profit Factor | 0.3392 | 1.858 | 0.2514 | 1.1006 | 0.6972 | 1.2507 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 20 | 22 | 40 | 18 | 22 |
Losing Trades | 18 | 10 | 8 | 20 | 12 | 8 |
Profitability (%) | 70 | 66.6667 | 73.3333 | 66.6667 | 60 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.1454 | 0.929 | 0.0914 | 0.5503 | 0.4648 | 0.4548 |
Largest Winning Trade | 55239 | 29999 | 55239 | 9233985 | 1443444 | 9233985 |
Largest Losing Trade | -1135523 | -26274 | -1135523 | -11937903 | -3012989 | -11937903 |
Avg Bars in Trades | 61 | 11 | 111 | 61 | 11 | 111 |
Avg Bars in Winners | 42 | 10 | 70 | 52 | 10 | 87 |
Avg Bars in Losers | 106 | 14 | 222 | 79 | 14 | 177 |
Bars Traded | 3688 | 351 | 3337 | 3688 | 351 | 3337 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751685 | -298099 | -577800 | -274873 | -579251 | 335636 |
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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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