Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -879563.5443 | 92407.8038 | -971971.348 | -1293170.9422 | -7582759.3149 | 6289588.3727 |
Total P&L (%) | -879.5635 | 92.4078 | -971.9713 | -1293.1709 | -7582.7593 | 6289.5884 |
Avg Daily Profit (%) | -0.4835 | 0.0508 | -0.5343 | 0 | 0 | 0.2288 |
Buy And Hold Return (%) | 785.0129 | 785.0129 | 785.0129 | 785.0129 | 785.0129 | 785.0129 |
Max Trade Drawdown | -1051388 | -175976 | -1044793 | -13155313 | -10032431 | -3474348 |
Profit Factor | 0.4484 | 1.3108 | 0.2507 | 0.9454 | 0.4293 | 1.6043 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 40 | 21 | 19 | 31 | 15 | 16 |
Losing Trades | 28 | 13 | 15 | 37 | 19 | 18 |
Profitability (%) | 58.8235 | 61.7647 | 55.8824 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.3139 | 0.8114 | 0.1979 | 1.1284 | 0.5437 | 1.8048 |
Largest Winning Trade | 70635 | 70635 | 51114 | 11377322 | 1640831 | 11377322 |
Largest Losing Trade | -513669 | -77608 | -513669 | -8961378 | -8961378 | -3219692 |
Avg Bars in Trades | 102 | 109 | 96 | 102 | 109 | 96 |
Avg Bars in Winners | 55 | 55 | 55 | 110 | 116 | 104 |
Avg Bars in Losers | 170 | 197 | 147 | 96 | 104 | 88 |
Bars Traded | 6997 | 3728 | 3269 | 6997 | 3728 | 3269 |
Profit Streak | 12.841 | 67.591 | 0 | 0 | 0 | 161.841 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692523 | -289897 | -580032 | -694604 | -583082 | 414450 |
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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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