Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2029735.8637 | -91591.5305 | -1938144.3332 | 83820.7988 | -8090775.727 | 8174596.5258 |
Total P&L (%) | -2029.7359 | -91.5915 | -1938.1443 | 83.8208 | -8090.7757 | 8174.5965 |
Avg Daily Profit (%) | -1.1276 | -0.0509 | -1.0767 | 0.0338 | 0 | 0.2456 |
Buy And Hold Return (%) | 381.3488 | 381.3488 | 381.3488 | 381.3488 | 381.3488 | 381.3488 |
Max Trade Drawdown | -2047610 | -185022 | -1937979 | -7732545 | -8184749 | -834540 |
Profit Factor | 0.142 | 0.7221 | 0.0481 | 1.0073 | 0.1253 | 4.5486 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 14 | 15 | 31 | 15 | 16 |
Losing Trades | 31 | 16 | 15 | 29 | 15 | 14 |
Profitability (%) | 48.3333 | 46.6667 | 50 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.1518 | 0.8252 | 0.0481 | 0.9423 | 0.1253 | 3.98 |
Largest Winning Trade | 86809 | 86809 | 20337 | 8475165 | 442499 | 8475165 |
Largest Losing Trade | -1515233 | -86479 | -1515233 | -4445771 | -4445771 | -834540 |
Avg Bars in Trades | 56 | 76 | 37 | 56 | 76 | 37 |
Avg Bars in Winners | 21 | 24 | 18 | 31 | 24 | 38 |
Avg Bars in Losers | 90 | 121 | 56 | 83 | 128 | 36 |
Bars Traded | 3415 | 2292 | 1123 | 3415 | 2292 | 1123 |
Profit Streak | 24.1894 | 0 | 279.1894 | 24.1894 | 0 | 279.1894 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754381 | -582121 | -579454 | -700434 | -580825 | 635305 |
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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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