Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -519028.6343 | 202059.8585 | -721088.4928 | -257320.5334 | -2766892.9074 | 2509572.3739 |
Total P&L (%) | -519.0286 | 202.0599 | -721.0885 | -257.3205 | -2766.8929 | 2509.5724 |
Avg Daily Profit (%) | -0.2762 | 0.1075 | -0.3838 | 0 | 0 | 0.1737 |
Buy And Hold Return (%) | 580.0244 | 580.0244 | 580.0244 | 580.0244 | 580.0244 | 580.0244 |
Max Trade Drawdown | -639266 | -173240 | -758669 | -1823147 | -3106214 | -799139 |
Profit Factor | 0.6278 | 1.5451 | 0.2957 | 0.9587 | 0.2971 | 2.0954 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 9 | 17 | 29 | 13 | 16 |
Losing Trades | 44 | 26 | 18 | 41 | 22 | 19 |
Profitability (%) | 37.1429 | 25.7143 | 48.5714 | 41.4286 | 37.1429 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.0625 | 4.4635 | 0.3131 | 1.3554 | 0.5028 | 2.4883 |
Largest Winning Trade | 164905 | 164905 | 37268 | 2147408 | 381313 | 2147408 |
Largest Losing Trade | -399582 | -32659 | -399582 | -669636 | -669636 | -608093 |
Avg Bars in Trades | 102 | 95 | 109 | 102 | 95 | 109 |
Avg Bars in Winners | 75 | 64 | 81 | 82 | 66 | 96 |
Avg Bars in Losers | 118 | 106 | 136 | 116 | 112 | 120 |
Bars Traded | 7173 | 3341 | 3832 | 7173 | 3341 | 3832 |
Profit Streak | 0 | 0 | 0 | 52.2382 | 72.7382 | 52.2382 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682888 | -239186 | -581343 | -679811 | -584821 | 315105 |
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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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