Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1072736.2232 | 15361.3471 | -1088097.5703 | -1371594.3915 | -6699350.4461 | 5327756.0546 |
Total P&L (%) | -1072.7362 | 15.3613 | -1088.0976 | -1371.5944 | -6699.3504 | 5327.7561 |
Avg Daily Profit (%) | -0.5904 | 0.0085 | -0.5989 | 0 | 0 | 0.2201 |
Buy And Hold Return (%) | 601.0763 | 601.0763 | 601.0763 | 601.0763 | 601.0763 | 601.0763 |
Max Trade Drawdown | -1220321 | -154549 | -1180260 | -15310996 | -11401123 | -3945087 |
Profit Factor | 0.378 | 1.0479 | 0.225 | 0.9469 | 0.554 | 1.4937 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 20 | 21 | 34 | 18 | 16 |
Losing Trades | 29 | 15 | 14 | 36 | 17 | 19 |
Profitability (%) | 58.5714 | 57.1429 | 60 | 48.5714 | 51.4286 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.2674 | 0.7859 | 0.15 | 1.0026 | 0.5232 | 1.7737 |
Largest Winning Trade | 45693 | 32829 | 45693 | 9757139 | 2489508 | 9757139 |
Largest Losing Trade | -611349 | -76872 | -611349 | -9643838 | -9643838 | -3024697 |
Avg Bars in Trades | 147 | 119 | 176 | 147 | 119 | 176 |
Avg Bars in Winners | 92 | 58 | 124 | 142 | 109 | 179 |
Avg Bars in Losers | 225 | 199 | 252 | 152 | 129 | 173 |
Bars Traded | 10331 | 4171 | 6160 | 10331 | 4171 | 6160 |
Profit Streak | 0 | 0 | 0 | 148.4673 | 148.4673 | 157.4673 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -678166 | -515897 | -579491 | -677481 | -580028 | 341572 |
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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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