Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2827860.6159 | 10091.626 | -2837952.2419 | -43892.3112 | 55832363.8679 | -55876256.179 |
Total P&L (%) | -2827.8606 | 10.0916 | -2837.9522 | -43.8923 | 55832.3639 | -55876.2562 |
Avg Daily Profit (%) | -1.384 | 0.0049 | -1.3889 | -0.0283 | 0.3101 | 0 |
Buy And Hold Return (%) | 2879.9744 | 2879.9744 | 2879.9744 | 2879.9744 | 2879.9744 | 2879.9744 |
Max Trade Drawdown | -2874909 | -117925 | -2913597 | -211072256 | -75363965 | -183650660 |
Profit Factor | 0.2038 | 1.0271 | 0.1073 | 0.9999 | 1.4592 | 0.7279 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 14 | 19 | 29 | 15 | 14 |
Losing Trades | 27 | 16 | 11 | 31 | 15 | 16 |
Profitability (%) | 55 | 46.6667 | 63.3333 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.1667 | 1.1738 | 0.0621 | 1.0688 | 1.4592 | 0.8318 |
Largest Winning Trade | 96247 | 96247 | 52381 | 101825876 | 101825876 | 97747958 |
Largest Losing Trade | -1728669 | -70909 | -1728669 | -135708291 | -69057784 | -135708291 |
Avg Bars in Trades | 132 | 135 | 130 | 132 | 135 | 130 |
Avg Bars in Winners | 61 | 57 | 65 | 139 | 152 | 126 |
Avg Bars in Losers | 219 | 204 | 241 | 126 | 118 | 133 |
Bars Traded | 7973 | 4070 | 3902 | 7973 | 4070 | 3902 |
Profit Streak | 0 | 401.2073 | 0 | 0 | 401.2073 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -753629 | -543110 | -579097 | -753259 | 394239 | -582121 |
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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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