Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1988345.9163 | -55359.5048 | -1932986.4115 | 1178073.4141 | -9757267.8585 | 10935341.2726 |
Total P&L (%) | -1988.3459 | -55.3595 | -1932.9864 | 1178.0734 | -9757.2679 | 10935.3413 |
Avg Daily Profit (%) | -1.1117 | -0.031 | -1.0808 | 0.1426 | 0 | 0.2633 |
Buy And Hold Return (%) | 372.8756 | 372.8756 | 372.8756 | 372.8756 | 372.8756 | 372.8756 |
Max Trade Drawdown | -2181727 | -176874 | -2071167 | -26622911 | -18693881 | -9950986 |
Profit Factor | 0.2148 | 0.8274 | 0.126 | 1.0277 | 0.5873 | 1.5781 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 15 | 21 | 38 | 16 | 22 |
Losing Trades | 24 | 15 | 9 | 22 | 14 | 8 |
Profitability (%) | 60 | 50 | 70 | 63.3333 | 53.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.1432 | 0.8274 | 0.054 | 0.595 | 0.5139 | 0.5739 |
Largest Winning Trade | 53458 | 53458 | 36144 | 21175644 | 8296048 | 21175644 |
Largest Losing Trade | -1027122 | -64135 | -1027122 | -9950986 | -9323134 | -9950986 |
Avg Bars in Trades | 345 | 402 | 288 | 345 | 402 | 288 |
Avg Bars in Winners | 168 | 181 | 158 | 198 | 206 | 193 |
Avg Bars in Losers | 610 | 622 | 590 | 597 | 626 | 548 |
Bars Traded | 20711 | 12071 | 8640 | 20711 | 12071 | 8640 |
Profit Streak | 142.5683 | 142.5683 | 282.6516 | 142.5683 | 142.5683 | 282.6516 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751504 | -579474 | -576862 | -367311 | -579042 | 469578 |
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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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