Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1787814.2786 | 77083.9184 | -1864898.197 | -7988469.1534 | -22634907.981 | 14646438.8276 |
Total P&L (%) | -1787.8143 | 77.0839 | -1864.8982 | -7988.4692 | -22634.908 | 14646.4388 |
Avg Daily Profit (%) | -0.9631 | 0.0415 | -1.0047 | 0 | 0 | 0.2694 |
Buy And Hold Return (%) | 5857.4525 | 5857.4525 | 5857.4525 | 5857.4525 | 5857.4525 | 5857.4525 |
Max Trade Drawdown | -1922927 | -154831 | -1930700 | -29992962 | -25978082 | -11528771 |
Profit Factor | 0.2476 | 1.3537 | 0.1359 | 0.8447 | 0.2073 | 1.6402 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 18 | 20 | 27 | 11 | 16 |
Losing Trades | 22 | 12 | 10 | 33 | 19 | 14 |
Profitability (%) | 63.3333 | 60 | 66.6667 | 45 | 36.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.1433 | 0.9025 | 0.0679 | 1.0324 | 0.3581 | 1.4352 |
Largest Winning Trade | 77435 | 77435 | 37584 | 20456127 | 4159058 | 20456127 |
Largest Losing Trade | -1150457 | -58512 | -1150457 | -10396333 | -7529468 | -10396333 |
Avg Bars in Trades | 361 | 361 | 361 | 361 | 361 | 361 |
Avg Bars in Winners | 158 | 179 | 138 | 317 | 285 | 339 |
Avg Bars in Losers | 712 | 634 | 806 | 397 | 405 | 386 |
Bars Traded | 21679 | 10846 | 10833 | 21679 | 10846 | 10833 |
Profit Streak | 37.7047 | 69.0381 | 0 | 0 | 0 | 219.5381 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752004 | -302662 | -578665 | -754555 | -586010 | 303453 |
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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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