Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -147540.4147 | 429468.4589 | -577008.8737 | -3940896.7116 | -36376513.3292 | 32435616.6176 |
Total P&L (%) | -147.5404 | 429.4685 | -577.0089 | -3940.8967 | -36376.5133 | 32435.6166 |
Avg Daily Profit (%) | -0.0809 | 0.2355 | -0.3164 | 0 | 0 | 0.3177 |
Buy And Hold Return (%) | 726.0252 | 726.0252 | 726.0252 | 726.0252 | 726.0252 | 726.0252 |
Max Trade Drawdown | -468601 | -110544 | -621014 | -75967527 | -54522278 | -38498003 |
Profit Factor | 0.8818 | 2.6914 | 0.4195 | 0.9721 | 0.5059 | 1.4806 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 46 | 23 | 23 | 33 | 16 | 17 |
Losing Trades | 23 | 12 | 11 | 36 | 19 | 17 |
Profitability (%) | 66.6667 | 65.7143 | 67.6471 | 47.8261 | 45.7143 | 50 |
Ratio Avg Win / Avg Loss | 0.4409 | 1.4042 | 0.2006 | 1.0604 | 0.6007 | 1.4806 |
Largest Winning Trade | 232103 | 232103 | 58714 | 52279555 | 12584598 | 52279555 |
Largest Losing Trade | -459592 | -62849 | -459592 | -39622569 | -39622569 | -20888100 |
Avg Bars in Trades | 155 | 129 | 182 | 155 | 129 | 182 |
Avg Bars in Winners | 130 | 100 | 160 | 156 | 127 | 183 |
Avg Bars in Losers | 206 | 185 | 228 | 154 | 131 | 180 |
Bars Traded | 10728 | 4529 | 6199 | 10728 | 4529 | 6199 |
Profit Streak | 44.69 | 74.19 | 44.69 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683197 | -150837 | -577952 | -686234 | -582454 | 367707 |
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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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