Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1608120.3497 | -125508.7203 | -1482611.6294 | -96094.7851 | -5280993.484 | 5184898.6989 |
Total P&L (%) | -1608.1204 | -125.5087 | -1482.6116 | -96.0948 | -5280.9935 | 5184.8987 |
Avg Daily Profit (%) | -0.8574 | -0.0669 | -0.7904 | -0.1727 | 0 | 0.2117 |
Buy And Hold Return (%) | 639.0035 | 639.0035 | 639.0035 | 639.0035 | 639.0035 | 639.0035 |
Max Trade Drawdown | -1817405 | -262852 | -1582033 | -5263174 | -5868260 | -3434157 |
Profit Factor | 0.2031 | 0.6183 | 0.1222 | 0.9916 | 0.2265 | 2.1366 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 50 | 22 | 28 | 48 | 20 | 28 |
Losing Trades | 21 | 13 | 8 | 23 | 15 | 8 |
Profitability (%) | 70.4225 | 62.8571 | 77.7778 | 67.6056 | 57.1429 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.0853 | 0.3654 | 0.0349 | 0.4751 | 0.1699 | 0.6104 |
Largest Winning Trade | 29326 | 29326 | 23915 | 6516718 | 1154092 | 6516718 |
Largest Losing Trade | -905915 | -58050 | -905915 | -3011798 | -2549565 | -3011798 |
Avg Bars in Trades | 75 | 91 | 58 | 75 | 91 | 58 |
Avg Bars in Winners | 26 | 28 | 24 | 37 | 35 | 39 |
Avg Bars in Losers | 191 | 197 | 181 | 153 | 166 | 128 |
Bars Traded | 5325 | 3202 | 2123 | 5325 | 3202 | 2123 |
Profit Streak | 162.809 | 162.809 | 267.4757 | 162.809 | 162.809 | 267.4757 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667503 | -577680 | -575739 | -667868 | -578421 | 520651 |
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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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