Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -669205.1197 | 134067.5366 | -803272.6563 | -1690572.9091 | -6659046.4073 | 4968473.4982 |
Total P&L (%) | -669.2051 | 134.0675 | -803.2727 | -1690.5729 | -6659.0464 | 4968.4735 |
Avg Daily Profit (%) | -0.3663 | 0.0734 | -0.4397 | 0 | 0 | 0.2151 |
Buy And Hold Return (%) | 743.6551 | 743.6551 | 743.6551 | 743.6551 | 743.6551 | 743.6551 |
Max Trade Drawdown | -817507 | -128421 | -876175 | -13004751 | -9747841 | -3329496 |
Profit Factor | 0.5207 | 1.5106 | 0.2913 | 0.9231 | 0.4754 | 1.5346 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 24 | 20 | 31 | 15 | 16 |
Losing Trades | 26 | 11 | 15 | 39 | 20 | 19 |
Profitability (%) | 62.8571 | 68.5714 | 57.1429 | 44.2857 | 42.8571 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.3077 | 0.6923 | 0.2185 | 1.1613 | 0.6338 | 1.8223 |
Largest Winning Trade | 76739 | 76739 | 51151 | 9102459 | 1553891 | 9102459 |
Largest Losing Trade | -392734 | -79385 | -392734 | -8468252 | -8468252 | -2251946 |
Avg Bars in Trades | 100 | 109 | 92 | 100 | 109 | 92 |
Avg Bars in Winners | 62 | 71 | 51 | 105 | 121 | 90 |
Avg Bars in Losers | 165 | 192 | 146 | 96 | 99 | 93 |
Bars Traded | 7048 | 3825 | 3223 | 7048 | 3825 | 3223 |
Profit Streak | 47.7124 | 179.4624 | 0 | 0 | 0 | 114.9624 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677050 | -257257 | -579861 | -680111 | -583565 | 340911 |
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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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