Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -679699.5073 | 157126.1133 | -836825.6206 | -971314.6718 | -7283889.7045 | 6312575.0327 |
Total P&L (%) | -679.6995 | 157.1261 | -836.8256 | -971.3147 | -7283.8897 | 6312.575 |
Avg Daily Profit (%) | -0.3746 | 0.0866 | -0.4613 | 0 | 0 | 0.2296 |
Buy And Hold Return (%) | 636.2759 | 636.2759 | 636.2759 | 636.2759 | 636.2759 | 636.2759 |
Max Trade Drawdown | -832197 | -133220 | -863005 | -15754730 | -10946276 | -5421235 |
Profit Factor | 0.5386 | 1.5223 | 0.2862 | 0.9698 | 0.5626 | 1.4063 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 37 | 19 | 18 | 32 | 17 | 15 |
Losing Trades | 32 | 16 | 16 | 37 | 18 | 19 |
Profitability (%) | 53.6232 | 54.2857 | 52.9412 | 46.3768 | 48.5714 | 44.1176 |
Ratio Avg Win / Avg Loss | 0.4658 | 1.2819 | 0.2544 | 1.1214 | 0.5957 | 1.7813 |
Largest Winning Trade | 80559 | 80559 | 56888 | 13591763 | 2520604 | 13591763 |
Largest Losing Trade | -396501 | -77535 | -396501 | -10196376 | -10196376 | -4580759 |
Avg Bars in Trades | 101 | 109 | 92 | 101 | 109 | 92 |
Avg Bars in Winners | 62 | 70 | 52 | 100 | 107 | 93 |
Avg Bars in Losers | 146 | 155 | 138 | 101 | 110 | 92 |
Bars Traded | 6984 | 3824 | 3160 | 6984 | 3824 | 3160 |
Profit Streak | 0 | 0 | 0 | 57.6154 | 57.6154 | 98.1154 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -686308 | -241119 | -580413 | -685818 | -580782 | 302052 |
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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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