Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1136319.2853 | -22405.1507 | -1113914.1346 | -1930617.4906 | -6582484.5178 | 4651867.0272 |
Total P&L (%) | -1136.3193 | -22.4052 | -1113.9141 | -1930.6175 | -6582.4845 | 4651.867 |
Avg Daily Profit (%) | -0.6242 | -0.0123 | -0.6119 | 0 | 0 | 0.2123 |
Buy And Hold Return (%) | 671.289 | 671.289 | 671.289 | 671.289 | 671.289 | 671.289 |
Max Trade Drawdown | -1243795 | -162705 | -1175001 | -10487139 | -8523858 | -3765557 |
Profit Factor | 0.3061 | 0.9217 | 0.1759 | 0.8956 | 0.4261 | 1.6624 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 50 | 23 | 27 | 29 | 14 | 15 |
Losing Trades | 20 | 12 | 8 | 41 | 21 | 20 |
Profitability (%) | 71.4286 | 65.7143 | 77.1429 | 41.4286 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.1224 | 0.4809 | 0.0521 | 1.2662 | 0.6392 | 2.2165 |
Largest Winning Trade | 48899 | 48899 | 32192 | 8087207 | 1024323 | 8087207 |
Largest Losing Trade | -530349 | -69554 | -530349 | -5480154 | -5480154 | -2905294 |
Avg Bars in Trades | 48 | 60 | 37 | 48 | 60 | 37 |
Avg Bars in Winners | 20 | 23 | 17 | 49 | 60 | 38 |
Avg Bars in Losers | 121 | 131 | 106 | 48 | 59 | 37 |
Bars Traded | 3429 | 2102 | 1327 | 3429 | 2102 | 1327 |
Profit Streak | 146.562 | 146.562 | 270.062 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675055 | -577399 | -575852 | -681222 | -584676 | 304467 |
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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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