Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -964821.5914 | -13246.4411 | -951575.1503 | 208057.928 | -10797400.1449 | 11005458.0729 |
Total P&L (%) | -964.8216 | -13.2464 | -951.5752 | 208.0579 | -10797.4001 | 11005.4581 |
Avg Daily Profit (%) | -0.5133 | -0.007 | -0.5063 | 0.0599 | 0 | 0.2509 |
Buy And Hold Return (%) | 351.2274 | 351.2274 | 351.2274 | 351.2274 | 351.2274 | 351.2274 |
Max Trade Drawdown | -1088821 | -164472 | -1021816 | -8300757 | -10889997 | -4257002 |
Profit Factor | 0.2911 | 0.93 | 0.1878 | 1.011 | 0.0768 | 2.5187 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 49 | 25 | 24 | 31 | 15 | 16 |
Losing Trades | 11 | 5 | 6 | 29 | 15 | 14 |
Profitability (%) | 81.6667 | 83.3333 | 80 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.0653 | 0.186 | 0.047 | 0.9458 | 0.0768 | 2.2038 |
Largest Winning Trade | 53280 | 22902 | 53280 | 15931484 | 681213 | 15931484 |
Largest Losing Trade | -802767 | -66130 | -802767 | -5625350 | -5625350 | -1951900 |
Avg Bars in Trades | 56 | 60 | 53 | 56 | 60 | 53 |
Avg Bars in Winners | 16 | 16 | 16 | 20 | 8 | 31 |
Avg Bars in Losers | 237 | 279 | 202 | 95 | 112 | 78 |
Bars Traded | 3410 | 1809 | 1601 | 3410 | 1809 | 1601 |
Profit Streak | 142.3704 | 142.3704 | 244.3704 | 142.3704 | 142.3704 | 244.3704 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -748655 | -575198 | -575536 | -660566 | -579411 | 542115 |
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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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