Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -717710.2063 | 150124.4221 | -867834.6284 | -4118952.6 | -9330708.1712 | 5211755.5711 |
Total P&L (%) | -717.7102 | 150.1244 | -867.8346 | -4118.9526 | -9330.7082 | 5211.7556 |
Avg Daily Profit (%) | -0.3948 | 0.0826 | -0.4774 | 0 | 0 | 0.2187 |
Buy And Hold Return (%) | 594.6636 | 594.6636 | 594.6636 | 594.6636 | 594.6636 | 594.6636 |
Max Trade Drawdown | -891975 | -125645 | -960402 | -24570658 | -17919572 | -6965035 |
Profit Factor | 0.5157 | 1.5475 | 0.2814 | 0.8975 | 0.6208 | 1.3348 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 22 | 21 | 32 | 15 | 17 |
Losing Trades | 25 | 12 | 13 | 36 | 19 | 17 |
Profitability (%) | 63.2353 | 64.7059 | 61.7647 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 0.2998 | 0.8441 | 0.1742 | 1.0097 | 0.7864 | 1.3348 |
Largest Winning Trade | 42178 | 42178 | 40220 | 8764589 | 3926581 | 8764589 |
Largest Losing Trade | -608318 | -72531 | -608318 | -13749564 | -13749564 | -6369482 |
Avg Bars in Trades | 152 | 161 | 143 | 152 | 161 | 143 |
Avg Bars in Winners | 100 | 94 | 106 | 139 | 144 | 134 |
Avg Bars in Losers | 242 | 285 | 203 | 164 | 175 | 151 |
Bars Traded | 10373 | 5503 | 4870 | 10373 | 5503 | 4870 |
Profit Streak | 40.5216 | 171.8549 | 0 | 0 | 0 | 105.0216 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692013 | -245279 | -579270 | -694032 | -583082 | 325373 |
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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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