Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1536464.302 | -96167.8709 | -1440296.4311 | -145006.5201 | 1452691.8199 | -1597698.34 |
Total P&L (%) | -1536.4643 | -96.1679 | -1440.2964 | -145.0065 | 1452.6918 | -1597.6983 |
Avg Daily Profit (%) | -0.8606 | -0.0539 | -0.8068 | 0 | 0.1537 | 0 |
Buy And Hold Return (%) | 390.6246 | 390.6246 | 390.6246 | 390.6246 | 390.6246 | 390.6246 |
Max Trade Drawdown | -1696515 | -218459 | -1537482 | -2899668 | -919757 | -2262946 |
Profit Factor | 0.2519 | 0.7293 | 0.152 | 0.9713 | 2.0857 | 0.5708 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 16 | 23 | 29 | 19 | 10 |
Losing Trades | 29 | 18 | 11 | 39 | 15 | 24 |
Profitability (%) | 57.3529 | 47.0588 | 67.6471 | 42.6471 | 55.8824 | 29.4118 |
Ratio Avg Win / Avg Loss | 0.1873 | 0.8205 | 0.0727 | 1.3063 | 1.6466 | 1.37 |
Largest Winning Trade | 44023 | 44023 | 23213 | 1339827 | 1339827 | 906036 |
Largest Losing Trade | -1071342 | -69442 | -1071342 | -2030835 | -810600 | -2030835 |
Avg Bars in Trades | 103 | 114 | 91 | 103 | 114 | 91 |
Avg Bars in Winners | 53 | 60 | 48 | 153 | 149 | 161 |
Avg Bars in Losers | 169 | 163 | 180 | 65 | 71 | 62 |
Bars Traded | 7020 | 3908 | 3112 | 7020 | 3908 | 3112 |
Profit Streak | 77.4037 | 77.4037 | 119.1537 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691858 | -580974 | -577155 | -695748 | 355724 | -589498 |
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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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