Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -703780.4357 | 176775.188 | -880555.6237 | -549391.5594 | -7743947.8726 | 7194556.3132 |
Total P&L (%) | -703.7804 | 176.7752 | -880.5556 | -549.3916 | -7743.9479 | 7194.5563 |
Avg Daily Profit (%) | -0.3874 | 0.0973 | -0.4848 | 0 | 0 | 0.2364 |
Buy And Hold Return (%) | 562.5201 | 562.5201 | 562.5201 | 562.5201 | 562.5201 | 562.5201 |
Max Trade Drawdown | -771983 | -109479 | -899484 | -18559552 | -13873420 | -8781880 |
Profit Factor | 0.5226 | 1.6623 | 0.2707 | 0.9851 | 0.5889 | 1.3993 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 41 | 21 | 20 | 32 | 17 | 15 |
Losing Trades | 26 | 13 | 13 | 35 | 17 | 18 |
Profitability (%) | 61.194 | 61.7647 | 60.6061 | 47.7612 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.3314 | 1.0291 | 0.1759 | 1.0774 | 0.5889 | 1.6791 |
Largest Winning Trade | 94341 | 94341 | 65352 | 13235204 | 3252705 | 13235204 |
Largest Losing Trade | -649213 | -64958 | -649213 | -11185111 | -11185111 | -5254178 |
Avg Bars in Trades | 158 | 133 | 185 | 158 | 133 | 185 |
Avg Bars in Winners | 127 | 96 | 160 | 155 | 127 | 186 |
Avg Bars in Losers | 207 | 192 | 222 | 161 | 138 | 183 |
Bars Traded | 10634 | 4523 | 6111 | 10634 | 4523 | 6111 |
Profit Streak | 9.0414 | 70.5414 | 0 | 0 | 0 | 114.2081 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699658 | -224316 | -579427 | -701259 | -580795 | 335381 |
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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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