Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1061405.0602 | 13714.9277 | -1075119.9879 | -1028731.0853 | -7785233.9817 | 6756502.8964 |
Total P&L (%) | -1061.4051 | 13.7149 | -1075.12 | -1028.7311 | -7785.234 | 6756.5029 |
Avg Daily Profit (%) | -0.5832 | 0.0075 | -0.5908 | 0 | 0 | 0.2326 |
Buy And Hold Return (%) | 610.914 | 610.914 | 610.914 | 610.914 | 610.914 | 610.914 |
Max Trade Drawdown | -1136099 | -172741 | -1117697 | -17757633 | -12669330 | -6350795 |
Profit Factor | 0.3673 | 1.0456 | 0.2192 | 0.9645 | 0.5175 | 1.5265 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 44 | 24 | 20 | 35 | 19 | 16 |
Losing Trades | 27 | 12 | 15 | 36 | 17 | 19 |
Profitability (%) | 61.9718 | 66.6667 | 57.1429 | 49.2958 | 52.7778 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.2254 | 0.5228 | 0.1644 | 0.992 | 0.463 | 1.8128 |
Largest Winning Trade | 43648 | 43648 | 43506 | 10730634 | 1581370 | 10730634 |
Largest Losing Trade | -587273 | -73841 | -587273 | -11222211 | -11222211 | -4218586 |
Avg Bars in Trades | 150 | 159 | 142 | 150 | 159 | 142 |
Avg Bars in Winners | 81 | 88 | 73 | 153 | 156 | 148 |
Avg Bars in Losers | 263 | 301 | 234 | 148 | 162 | 136 |
Bars Traded | 10701 | 5728 | 4973 | 10701 | 5728 | 4973 |
Profit Streak | 41.8013 | 67.468 | 41.8013 | 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 | -668801 | -517416 | -579311 | -672329 | -580420 | 331893 |
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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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