Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -945998.2063 | 51943.36 | -997941.5663 | -1332598.6555 | -5667039.505 | 4334440.8495 |
Total P&L (%) | -945.9982 | 51.9434 | -997.9416 | -1332.5987 | -5667.0395 | 4334.4408 |
Avg Daily Profit (%) | -0.5199 | 0.0285 | -0.5485 | 0 | 0 | 0.2086 |
Buy And Hold Return (%) | 677.1646 | 677.1646 | 677.1646 | 677.1646 | 677.1646 | 677.1646 |
Max Trade Drawdown | -1049257 | -144587 | -1050871 | -11786274 | -8637718 | -3398087 |
Profit Factor | 0.41 | 1.1772 | 0.2385 | 0.934 | 0.5012 | 1.4902 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 42 | 22 | 20 | 33 | 17 | 16 |
Losing Trades | 28 | 13 | 15 | 37 | 18 | 19 |
Profitability (%) | 60 | 62.8571 | 57.1429 | 47.1429 | 48.5714 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.2734 | 0.6956 | 0.1789 | 1.0473 | 0.5307 | 1.7696 |
Largest Winning Trade | 52116 | 52116 | 44298 | 7946987 | 1460639 | 7946987 |
Largest Losing Trade | -520359 | -78782 | -520359 | -7742347 | -7742347 | -2161951 |
Avg Bars in Trades | 150 | 162 | 138 | 150 | 162 | 138 |
Avg Bars in Winners | 81 | 84 | 78 | 151 | 168 | 133 |
Avg Bars in Losers | 253 | 294 | 218 | 149 | 157 | 142 |
Bars Traded | 10543 | 5695 | 4848 | 10543 | 5695 | 4848 |
Profit Streak | 41.0828 | 67.9162 | 0 | 0 | 0 | 107.2495 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677432 | -345527 | -579861 | -679000 | -581343 | 322357 |
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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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