Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1591039.5021 | 82300.4209 | -1673339.9231 | 198714.1125 | -4307435.0126 | 4506149.1251 |
Total P&L (%) | -1591.0395 | 82.3004 | -1673.3399 | 198.7141 | -4307.435 | 4506.1491 |
Avg Daily Profit (%) | -0.8105 | 0.0419 | -0.8524 | 0.0558 | 0 | 0.1953 |
Buy And Hold Return (%) | 1640.367 | 1640.367 | 1640.367 | 1640.367 | 1640.367 | 1640.367 |
Max Trade Drawdown | -1821420 | -90958 | -1785249 | -5813438 | -4503465 | -3610927 |
Profit Factor | 0.2784 | 1.3218 | 0.1415 | 1.0149 | 0.323 | 1.6447 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 22 | 19 | 41 | 21 | 20 |
Losing Trades | 29 | 13 | 16 | 29 | 14 | 15 |
Profitability (%) | 58.5714 | 62.8571 | 54.2857 | 58.5714 | 60 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1969 | 0.7811 | 0.1191 | 0.7178 | 0.2154 | 1.2335 |
Largest Winning Trade | 56758 | 49637 | 56758 | 9768369 | 964377 | 9768369 |
Largest Losing Trade | -1403279 | -66329 | -1403279 | -3501458 | -3205997 | -3501458 |
Avg Bars in Trades | 163 | 167 | 159 | 163 | 167 | 159 |
Avg Bars in Winners | 90 | 96 | 84 | 97 | 98 | 97 |
Avg Bars in Losers | 266 | 287 | 249 | 256 | 270 | 243 |
Bars Traded | 11445 | 5850 | 5595 | 11445 | 5850 | 5595 |
Profit Streak | 432.9706 | 432.9706 | 555.1372 | 432.9706 | 432.9706 | 555.1372 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676827 | -301890 | -578897 | -586107 | -578906 | 320963 |
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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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