Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -819534.8851 | 125554.8427 | -945089.7278 | -1910905.8656 | -8468520.6084 | 6557614.7428 |
Total P&L (%) | -819.5349 | 125.5548 | -945.0897 | -1910.9059 | -8468.5206 | 6557.6147 |
Avg Daily Profit (%) | -0.4487 | 0.0687 | -0.5174 | 0 | 0 | 0.2301 |
Buy And Hold Return (%) | 641.7243 | 641.7243 | 641.7243 | 641.7243 | 641.7243 | 641.7243 |
Max Trade Drawdown | -946433 | -128662 | -984431 | -18019165 | -12834069 | -5664360 |
Profit Factor | 0.4724 | 1.4468 | 0.2572 | 0.9433 | 0.5283 | 1.4168 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 42 | 24 | 18 | 35 | 18 | 17 |
Losing Trades | 29 | 12 | 17 | 36 | 18 | 18 |
Profitability (%) | 59.1549 | 66.6667 | 51.4286 | 49.2958 | 50 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.3262 | 0.7234 | 0.2429 | 0.9702 | 0.5283 | 1.5002 |
Largest Winning Trade | 73034 | 73034 | 53810 | 14148699 | 2424324 | 14148699 |
Largest Losing Trade | -508799 | -76642 | -508799 | -11273067 | -11273067 | -4422034 |
Avg Bars in Trades | 149 | 159 | 139 | 149 | 159 | 139 |
Avg Bars in Winners | 89 | 93 | 83 | 156 | 181 | 131 |
Avg Bars in Losers | 238 | 292 | 199 | 143 | 138 | 148 |
Bars Traded | 10649 | 5755 | 4894 | 10649 | 5755 | 4894 |
Profit Streak | 14.2423 | 72.909 | 0 | 0 | 0 | 113.2423 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669997 | -264499 | -580602 | -672329 | -580780 | 381479 |
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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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