Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -317210.1016 | 294359.6761 | -611569.7777 | -257237.3405 | 4536295.0732 | -4793532.4137 |
Total P&L (%) | -317.2101 | 294.3597 | -611.5698 | -257.2373 | 4536.2951 | -4793.5324 |
Avg Daily Profit (%) | -0.177 | 0.1642 | -0.3412 | 0 | 0.2143 | 0 |
Buy And Hold Return (%) | 353.7223 | 353.7223 | 353.7223 | 353.7223 | 353.7223 | 353.7223 |
Max Trade Drawdown | -723438 | -218002 | -650335 | -7510914 | -3826311 | -5456164 |
Profit Factor | 0.7306 | 1.7479 | 0.2197 | 0.9788 | 1.8388 | 0.2886 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 22 | 19 | 33 | 19 | 14 |
Losing Trades | 27 | 12 | 15 | 35 | 15 | 20 |
Profitability (%) | 60.2941 | 64.7059 | 55.8824 | 48.5294 | 55.8824 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.4811 | 0.9534 | 0.1734 | 1.0381 | 1.4516 | 0.4123 |
Largest Winning Trade | 161883 | 161883 | 23585 | 4366954 | 4366954 | 735846 |
Largest Losing Trade | -570537 | -72918 | -570537 | -4346679 | -2004805 | -4346679 |
Avg Bars in Trades | 310 | 465 | 154 | 310 | 465 | 154 |
Avg Bars in Winners | 163 | 229 | 87 | 456 | 656 | 185 |
Avg Bars in Losers | 532 | 898 | 239 | 171 | 223 | 132 |
Bars Traded | 21084 | 15827 | 5257 | 21084 | 15827 | 5257 |
Profit Streak | 65.1835 | 78.8501 | 65.1835 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691503 | -155073 | -579060 | -693460 | 406194 | -584226 |
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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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