Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -665095.2764 | 65575.7134 | -730670.9898 | 1669621.2459 | -4088067.8486 | 5757689.0945 |
Total P&L (%) | -665.0953 | 65.5757 | -730.671 | 1669.6212 | -4088.0678 | 5757.6891 |
Avg Daily Profit (%) | -0.3543 | 0.0349 | -0.3893 | 0.1532 | 0 | 0.2171 |
Buy And Hold Return (%) | 226.3305 | 226.3305 | 226.3305 | 226.3305 | 226.3305 | 226.3305 |
Max Trade Drawdown | -864844 | -123186 | -858557 | -6628588 | -7074119 | -1281094 |
Profit Factor | 0.42 | 1.3193 | 0.2239 | 1.1449 | 0.5227 | 2.9462 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 22 | 21 | 43 | 20 | 23 |
Losing Trades | 23 | 11 | 12 | 23 | 13 | 10 |
Profitability (%) | 65.1515 | 66.6667 | 63.6364 | 65.1515 | 60.6061 | 69.697 |
Ratio Avg Win / Avg Loss | 0.2247 | 0.6597 | 0.1279 | 0.6124 | 0.3397 | 1.281 |
Largest Winning Trade | 51350 | 51350 | 34447 | 3668233 | 1539750 | 3668233 |
Largest Losing Trade | -496288 | -69561 | -496288 | -5321430 | -5321430 | -1281094 |
Avg Bars in Trades | 81 | 100 | 63 | 81 | 100 | 63 |
Avg Bars in Winners | 44 | 34 | 54 | 44 | 43 | 45 |
Avg Bars in Losers | 152 | 231 | 78 | 151 | 188 | 104 |
Bars Traded | 5398 | 3306 | 2092 | 5398 | 3306 | 2092 |
Profit Streak | 28.8107 | 73.4774 | 0 | 28.8107 | 73.4774 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706773 | -309957 | -579035 | -181167 | -578053 | 548189 |
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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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