Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -193397.5301 | 406087.5348 | -599485.0649 | -35755.3699 | -4642041.4756 | 4606286.1057 |
Total P&L (%) | -193.3975 | 406.0875 | -599.4851 | -35.7554 | -4642.0415 | 4606.2861 |
Avg Daily Profit (%) | -0.1063 | 0.2232 | -0.3296 | -0.0243 | 0 | 0.212 |
Buy And Hold Return (%) | 679.8809 | 679.8809 | 679.8809 | 679.8809 | 679.8809 | 679.8809 |
Max Trade Drawdown | -519956 | -125598 | -435479 | -13674842 | -4749000 | -11034757 |
Profit Factor | 0.8492 | 2.5219 | 0.4097 | 0.9984 | 0.2965 | 1.2821 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 36 | 16 | 20 | 30 | 13 | 17 |
Losing Trades | 33 | 19 | 14 | 39 | 22 | 17 |
Profitability (%) | 52.1739 | 45.7143 | 58.8235 | 43.4783 | 37.1429 | 50 |
Ratio Avg Win / Avg Loss | 0.7784 | 2.9947 | 0.2868 | 1.298 | 0.5017 | 1.2821 |
Largest Winning Trade | 304675 | 304675 | 51795 | 20086533 | 1649470 | 20086533 |
Largest Losing Trade | -352192 | -30870 | -352192 | -8116620 | -2316076 | -8116620 |
Avg Bars in Trades | 50 | 37 | 63 | 50 | 37 | 63 |
Avg Bars in Winners | 45 | 27 | 59 | 54 | 29 | 73 |
Avg Bars in Losers | 55 | 45 | 69 | 47 | 42 | 53 |
Bars Traded | 3469 | 1309 | 2160 | 3469 | 1309 | 2160 |
Profit Streak | 42.0787 | 87.0787 | 42.0787 | 42.0787 | 87.0787 | 42.0787 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685072 | -153866 | -579100 | -686501 | -584827 | 305941 |
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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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