Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -950627.6037 | 21814.5027 | -972442.1064 | -312807.5352 | -3211201.7079 | 2898394.1726 |
Total P&L (%) | -950.6276 | 21.8145 | -972.4421 | -312.8075 | -3211.2017 | 2898.3942 |
Avg Daily Profit (%) | -0.522 | 0.012 | -0.534 | 0 | 0 | 0.1869 |
Buy And Hold Return (%) | 728.7156 | 728.7156 | 728.7156 | 728.7156 | 728.7156 | 728.7156 |
Max Trade Drawdown | -988581 | -148730 | -980024 | -6540422 | -4906771 | -1919676 |
Profit Factor | 0.3906 | 1.0676 | 0.2139 | 0.9738 | 0.5257 | 1.5602 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 40 | 22 | 18 | 33 | 16 | 17 |
Losing Trades | 30 | 13 | 17 | 37 | 19 | 18 |
Profitability (%) | 57.1429 | 62.8571 | 51.4286 | 47.1429 | 45.7143 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.2929 | 0.6308 | 0.202 | 1.0918 | 0.6242 | 1.652 |
Largest Winning Trade | 67582 | 67582 | 44707 | 5263912 | 804617 | 5263912 |
Largest Losing Trade | -428546 | -79009 | -428546 | -4693776 | -4693776 | -1332855 |
Avg Bars in Trades | 149 | 160 | 139 | 149 | 160 | 139 |
Avg Bars in Winners | 80 | 84 | 76 | 154 | 176 | 133 |
Avg Bars in Losers | 241 | 288 | 205 | 146 | 147 | 144 |
Bars Traded | 10484 | 5618 | 4866 | 10484 | 5618 | 4866 |
Profit Streak | 15.8191 | 69.8191 | 0 | 0 | 0 | 163.8191 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677772 | -487861 | -580602 | -679000 | -582454 | 333248 |
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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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