Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -824588.3259 | 88568.6043 | -913156.9302 | -816266.6781 | -5113683.5088 | 4297416.8307 |
Total P&L (%) | -824.5883 | 88.5686 | -913.1569 | -816.2667 | -5113.6835 | 4297.4168 |
Avg Daily Profit (%) | -0.4537 | 0.0487 | -0.5025 | 0 | 0 | 0.2084 |
Buy And Hold Return (%) | 652.2091 | 652.2091 | 652.2091 | 652.2091 | 652.2091 | 652.2091 |
Max Trade Drawdown | -913946 | -138602 | -969755 | -11824516 | -9131953 | -2761304 |
Profit Factor | 0.4494 | 1.3174 | 0.2506 | 0.9591 | 0.5654 | 1.5255 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 20 | 21 | 34 | 17 | 17 |
Losing Trades | 27 | 14 | 13 | 34 | 17 | 17 |
Profitability (%) | 60.2941 | 58.8235 | 61.7647 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.2959 | 0.9222 | 0.1552 | 0.9591 | 0.5654 | 1.5255 |
Largest Winning Trade | 56451 | 56451 | 47201 | 7091156 | 1571336 | 7091156 |
Largest Losing Trade | -546060 | -78572 | -546060 | -8322033 | -8322033 | -2066838 |
Avg Bars in Trades | 155 | 167 | 143 | 155 | 167 | 143 |
Avg Bars in Winners | 89 | 91 | 87 | 153 | 164 | 141 |
Avg Bars in Losers | 255 | 276 | 232 | 157 | 171 | 144 |
Bars Traded | 10570 | 5707 | 4863 | 10570 | 5707 | 4863 |
Profit Streak | 39.1448 | 64.8114 | 0 | 0 | 0 | 159.1448 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692396 | -293393 | -579270 | -694277 | -580795 | 408825 |
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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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