Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1259301.6037 | 70026.0787 | -1329327.6824 | -94428.0968 | 2452581.2577 | -2547009.3545 |
Total P&L (%) | -1259.3016 | 70.0261 | -1329.3277 | -94.4281 | 2452.5813 | -2547.0094 |
Avg Daily Profit (%) | -0.68 | 0.0378 | -0.7178 | -0.1558 | 0.1751 | 0 |
Buy And Hold Return (%) | 179.6013 | 179.6013 | 179.6013 | 179.6013 | 179.6013 | 179.6013 |
Max Trade Drawdown | -1467292 | -176654 | -1397411 | -4078118 | -189111 | -4092027 |
Profit Factor | 0.3551 | 1.1639 | 0.1287 | 0.9797 | 7.091 | 0.402 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 16 | 14 |
Losing Trades | 30 | 17 | 13 | 30 | 14 | 16 |
Profitability (%) | 50 | 43.3333 | 56.6667 | 50 | 53.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.3551 | 1.5221 | 0.0984 | 0.9797 | 6.2046 | 0.4595 |
Largest Winning Trade | 142591 | 142591 | 29816 | 1835295 | 1835295 | 691781 |
Largest Losing Trade | -1184740 | -75307 | -1184740 | -4078118 | -189111 | -4078118 |
Avg Bars in Trades | 120 | 122 | 117 | 120 | 122 | 117 |
Avg Bars in Winners | 67 | 48 | 81 | 114 | 130 | 96 |
Avg Bars in Losers | 173 | 179 | 165 | 126 | 114 | 136 |
Bars Traded | 7213 | 3683 | 3530 | 7213 | 3683 | 3530 |
Profit Streak | 0 | 0 | 112.8741 | 0 | 0 | 112.8741 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754277 | -349888 | -579003 | -754277 | 602556 | -581163 |
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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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