Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -804061.2291 | 161161.878 | -965223.107 | -3712002.5947 | -8818567.6678 | 5106565.0731 |
Total P&L (%) | -804.0612 | 161.1619 | -965.2231 | -3712.0026 | -8818.5677 | 5106.5651 |
Avg Daily Profit (%) | -0.4411 | 0.0884 | -0.5296 | 0 | 0 | 0.2171 |
Buy And Hold Return (%) | 718.0269 | 718.0269 | 718.0269 | 718.0269 | 718.0269 | 718.0269 |
Max Trade Drawdown | -998380 | -132118 | -1058867 | -19455064 | -13522014 | -6575414 |
Profit Factor | 0.494 | 1.5629 | 0.259 | 0.8988 | 0.5712 | 1.317 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 47 | 24 | 23 | 32 | 16 | 16 |
Losing Trades | 24 | 12 | 12 | 39 | 20 | 19 |
Profitability (%) | 66.1972 | 66.6667 | 65.7143 | 45.0704 | 44.4444 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.2522 | 0.7814 | 0.1351 | 1.0954 | 0.714 | 1.5639 |
Largest Winning Trade | 79065 | 79065 | 36102 | 13031945 | 2857451 | 13031945 |
Largest Losing Trade | -639067 | -76886 | -639067 | -11657531 | -11657531 | -4057568 |
Avg Bars in Trades | 148 | 151 | 144 | 148 | 151 | 144 |
Avg Bars in Winners | 89 | 90 | 89 | 156 | 159 | 154 |
Avg Bars in Losers | 261 | 273 | 250 | 140 | 145 | 136 |
Bars Traded | 10514 | 5457 | 5057 | 10514 | 5457 | 5057 |
Profit Streak | 38.1456 | 70.1456 | 0 | 0 | 0 | 108.8122 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669132 | -237949 | -578750 | -672305 | -582940 | 301250 |
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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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