Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1218026.757 | -69516.5795 | -1148510.1775 | -163648.3373 | 3701017.7595 | -3864666.0969 |
Total P&L (%) | -1218.0268 | -69.5166 | -1148.5102 | -163.6483 | 3701.0178 | -3864.6661 |
Avg Daily Profit (%) | -0.5153 | -0.0294 | -0.4859 | 0 | 0.154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1491600 | -252145 | -1276931 | -5391278 | -770713 | -5382192 |
Profit Factor | 0.3237 | 0.8114 | 0.1982 | 0.9779 | 4.2777 | 0.3852 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 19 | 25 | 38 | 21 | 17 |
Losing Trades | 26 | 16 | 10 | 32 | 14 | 18 |
Profitability (%) | 62.8571 | 54.2857 | 71.4286 | 54.2857 | 60 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.1913 | 0.6833 | 0.0793 | 0.8235 | 2.8518 | 0.4078 |
Largest Winning Trade | 73600 | 73600 | 27079 | 2173323 | 2173323 | 1365906 |
Largest Losing Trade | -1189245 | -58599 | -1189245 | -4636473 | -770713 | -4636473 |
Avg Bars in Trades | 131 | 156 | 105 | 131 | 156 | 105 |
Avg Bars in Winners | 69 | 73 | 65 | 161 | 190 | 124 |
Avg Bars in Losers | 235 | 254 | 206 | 95 | 104 | 88 |
Bars Traded | 9176 | 5468 | 3707 | 9176 | 5468 | 3707 |
Profit Streak | 0 | 0 | 0 | 49.3691 | 147.8691 | 49.3691 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677611 | -580232 | -578009 | -677732 | 617731 | -580779 |
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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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