Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -622412.4838 | 192650.4037 | -815062.8875 | -5298808.3269 | -12530338.7088 | 7231530.382 |
Total P&L (%) | -622.4125 | 192.6504 | -815.0629 | -5298.8083 | -12530.3387 | 7231.5304 |
Avg Daily Profit (%) | -0.3412 | 0.1056 | -0.4468 | 0 | 0 | 0.2357 |
Buy And Hold Return (%) | 719.1902 | 719.1902 | 719.1902 | 719.1902 | 719.1902 | 719.1902 |
Max Trade Drawdown | -847762 | -121774 | -907228 | -29701476 | -18806584 | -14771675 |
Profit Factor | 0.5685 | 1.7215 | 0.3066 | 0.9114 | 0.5662 | 1.2337 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 42 | 21 | 21 | 31 | 14 | 17 |
Losing Trades | 27 | 14 | 13 | 38 | 21 | 17 |
Profitability (%) | 60.8696 | 60 | 61.7647 | 44.9275 | 40 | 50 |
Ratio Avg Win / Avg Loss | 0.3655 | 1.1476 | 0.1898 | 1.1173 | 0.8494 | 1.2337 |
Largest Winning Trade | 68726 | 68726 | 59744 | 26802774 | 3537464 | 26802774 |
Largest Losing Trade | -471206 | -76027 | -471206 | -12983503 | -12983503 | -8953379 |
Avg Bars in Trades | 102 | 107 | 97 | 102 | 107 | 97 |
Avg Bars in Winners | 66 | 62 | 71 | 99 | 96 | 101 |
Avg Bars in Losers | 157 | 174 | 139 | 105 | 114 | 93 |
Bars Traded | 7068 | 3751 | 3317 | 7068 | 3751 | 3317 |
Profit Streak | 0 | 0 | 0 | 71.2069 | 71.2069 | 110.9569 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685368 | -214339 | -579270 | -686394 | -584118 | 308396 |
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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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