Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -863406.2572 | 142700.3637 | -1006106.6209 | -2155570.3061 | 4592149.1588 | -6747719.4649 |
Total P&L (%) | -863.4063 | 142.7004 | -1006.1066 | -2155.5703 | 4592.1492 | -6747.7195 |
Avg Daily Profit (%) | -0.3983 | 0.0658 | -0.4641 | 0 | 0.1777 | 0 |
Buy And Hold Return (%) | 506.2232 | 506.2232 | 506.2232 | 506.2232 | 506.2232 | 506.2232 |
Max Trade Drawdown | -1136264 | -105451 | -1156304 | -7840716 | -2433564 | -7920629 |
Profit Factor | 0.4553 | 1.5797 | 0.2487 | 0.896 | 1.9506 | 0.5757 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 20 | 23 | 35 | 19 | 16 |
Losing Trades | 28 | 15 | 13 | 36 | 16 | 20 |
Profitability (%) | 60.5634 | 57.1429 | 63.8889 | 49.2958 | 54.2857 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.2965 | 1.1848 | 0.1405 | 0.9216 | 1.6426 | 0.7196 |
Largest Winning Trade | 63170 | 63170 | 58931 | 4804595 | 4804595 | 4425584 |
Largest Losing Trade | -778749 | -64771 | -778749 | -7577848 | -838568 | -7577848 |
Avg Bars in Trades | 86 | 81 | 90 | 86 | 81 | 90 |
Avg Bars in Winners | 45 | 42 | 47 | 90 | 105 | 73 |
Avg Bars in Losers | 149 | 133 | 167 | 81 | 52 | 104 |
Bars Traded | 6117 | 2843 | 3274 | 6117 | 2843 | 3274 |
Profit Streak | 160.7475 | 160.7475 | 406.7475 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669055 | -267535 | -577583 | -672329 | 435516 | -582940 |
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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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