Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1070385.5132 | 97154.5225 | -1167540.0357 | -86978.3227 | -4026938.0294 | 3939959.7067 |
Total P&L (%) | -1070.3855 | 97.1545 | -1167.54 | -86.9783 | -4026.938 | 3939.9597 |
Avg Daily Profit (%) | -0.5982 | 0.0543 | -0.6525 | -0.1139 | 0 | 0.2069 |
Buy And Hold Return (%) | 225.766 | 225.766 | 225.766 | 225.766 | 225.766 | 225.766 |
Max Trade Drawdown | -1190316 | -197264 | -960988 | -7266222 | -6657412 | -1538967 |
Profit Factor | 0.4166 | 1.2507 | 0.1933 | 0.9925 | 0.4789 | 2.0371 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 18 | 23 | 39 | 15 | 24 |
Losing Trades | 27 | 16 | 11 | 29 | 19 | 10 |
Profitability (%) | 60.2941 | 52.9412 | 67.6471 | 57.3529 | 44.1176 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.2744 | 1.1117 | 0.0924 | 0.738 | 0.6066 | 0.8488 |
Largest Winning Trade | 124265 | 124265 | 30405 | 4448665 | 2003026 | 4448665 |
Largest Losing Trade | -912751 | -65966 | -912751 | -3788329 | -3788329 | -1538967 |
Avg Bars in Trades | 152 | 195 | 109 | 152 | 195 | 109 |
Avg Bars in Winners | 95 | 115 | 80 | 114 | 138 | 99 |
Avg Bars in Losers | 237 | 285 | 169 | 203 | 239 | 133 |
Bars Traded | 10355 | 6638 | 3717 | 10355 | 6638 | 3717 |
Profit Streak | 150.0757 | 150.0757 | 285.7424 | 150.0757 | 150.0757 | 285.7424 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691530 | -285078 | -577159 | -691911 | -582119 | 474887 |
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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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