Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -230951.8139 | 302984.7628 | -533936.5766 | -95577.9992 | 2084150.82 | -2179728.8192 |
Total P&L (%) | -230.9518 | 302.9848 | -533.9366 | -95.578 | 2084.1508 | -2179.7288 |
Avg Daily Profit (%) | -0.1264 | 0.1659 | -0.2923 | -0.1706 | 0.169 | 0 |
Buy And Hold Return (%) | 752.979 | 752.979 | 752.979 | 752.979 | 752.979 | 752.979 |
Max Trade Drawdown | -444548 | -133758 | -572559 | -6770203 | -2541285 | -6722883 |
Profit Factor | 0.8124 | 1.9191 | 0.4078 | 0.9924 | 1.7931 | 0.7798 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 17 | 22 | 35 | 19 | 16 |
Losing Trades | 29 | 17 | 12 | 33 | 15 | 18 |
Profitability (%) | 57.3529 | 50 | 64.7059 | 51.4706 | 55.8824 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.6041 | 1.9191 | 0.2225 | 0.9357 | 1.4156 | 0.8773 |
Largest Winning Trade | 150081 | 150081 | 47064 | 6969590 | 2776559 | 6969590 |
Largest Losing Trade | -310840 | -63637 | -310840 | -6670777 | -1521589 | -6670777 |
Avg Bars in Trades | 157 | 136 | 178 | 157 | 136 | 178 |
Avg Bars in Winners | 127 | 92 | 154 | 162 | 133 | 195 |
Avg Bars in Losers | 197 | 180 | 223 | 152 | 138 | 163 |
Bars Traded | 10700 | 4625 | 6075 | 10700 | 4625 | 6075 |
Profit Streak | 22.9666 | 83.6333 | 0 | 22.9666 | 83.6333 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692777 | -153859 | -578888 | -693540 | 304263 | -581939 |
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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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