Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -713876.4296 | 128489.3313 | -842365.7609 | -1022123.3308 | -6110878.8202 | 5088755.4894 |
Total P&L (%) | -713.8764 | 128.4893 | -842.3658 | -1022.1233 | -6110.8788 | 5088.7555 |
Avg Daily Profit (%) | -0.3926 | 0.0707 | -0.4632 | 0 | 0 | 0.2174 |
Buy And Hold Return (%) | 622.4482 | 622.4482 | 622.4482 | 622.4482 | 622.4482 | 622.4482 |
Max Trade Drawdown | -800581 | -107352 | -879532 | -11345209 | -7946099 | -4737336 |
Profit Factor | 0.5086 | 1.4473 | 0.2772 | 0.9564 | 0.4878 | 1.4413 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 21 | 19 | 35 | 18 | 17 |
Losing Trades | 31 | 15 | 16 | 36 | 18 | 18 |
Profitability (%) | 56.338 | 58.3333 | 54.2857 | 49.2958 | 50 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.3941 | 1.0338 | 0.2334 | 0.9838 | 0.4878 | 1.5261 |
Largest Winning Trade | 84148 | 84148 | 53394 | 11583381 | 1531105 | 11583381 |
Largest Losing Trade | -382683 | -79914 | -382683 | -7322770 | -7322770 | -3836765 |
Avg Bars in Trades | 99 | 106 | 92 | 99 | 106 | 92 |
Avg Bars in Winners | 59 | 64 | 54 | 96 | 107 | 85 |
Avg Bars in Losers | 150 | 165 | 137 | 102 | 105 | 99 |
Bars Traded | 7069 | 3830 | 3239 | 7069 | 3830 | 3239 |
Profit Streak | 39.015 | 67.015 | 0 | 0 | 0 | 107.515 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670409 | -261753 | -580232 | -672329 | -580780 | 368685 |
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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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