Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1193624.3758 | 62300.9087 | -1255925.2845 | -10924582.2473 | -20096720.1999 | 9172137.9526 |
Total P&L (%) | -1193.6244 | 62.3009 | -1255.9253 | -10924.5822 | -20096.7202 | 9172.138 |
Avg Daily Profit (%) | -0.6545 | 0.0342 | -0.6887 | 0 | 0 | 0.2487 |
Buy And Hold Return (%) | 864.6358 | 864.6358 | 864.6358 | 864.6358 | 864.6358 | 864.6358 |
Max Trade Drawdown | -1401184 | -156057 | -1364278 | -34294462 | -24221737 | -13149580 |
Profit Factor | 0.3691 | 1.207 | 0.2105 | 0.8224 | 0.4736 | 1.3933 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 23 | 24 | 30 | 13 | 17 |
Losing Trades | 23 | 12 | 11 | 40 | 22 | 18 |
Profitability (%) | 67.1429 | 65.7143 | 68.5714 | 42.8571 | 37.1429 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.1806 | 0.6298 | 0.0965 | 1.0965 | 0.8015 | 1.4752 |
Largest Winning Trade | 41370 | 41370 | 32202 | 19038289 | 4541417 | 19038289 |
Largest Losing Trade | -673959 | -59692 | -673959 | -14009728 | -14009728 | -6627050 |
Avg Bars in Trades | 96 | 80 | 113 | 96 | 80 | 113 |
Avg Bars in Winners | 62 | 43 | 80 | 103 | 62 | 134 |
Avg Bars in Losers | 167 | 150 | 185 | 92 | 90 | 93 |
Bars Traded | 6788 | 2816 | 3972 | 6788 | 2816 | 3972 |
Profit Streak | 106.8726 | 179.3726 | 106.8726 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675701 | -311803 | -577818 | -680666 | -585787 | 307525 |
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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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