Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1274268.3787 | -113019.6307 | -1161248.748 | -337092.8486 | 2522416.9736 | -2859509.8222 |
Total P&L (%) | -1274.2684 | -113.0196 | -1161.2487 | -337.0928 | 2522.417 | -2859.5098 |
Avg Daily Profit (%) | -0.7108 | -0.063 | -0.6477 | 0 | 0.1824 | 0 |
Buy And Hold Return (%) | 288.3195 | 288.3195 | 288.3195 | 288.3195 | 288.3195 | 288.3195 |
Max Trade Drawdown | -1373157 | -196823 | -1255719 | -2550129 | -283422 | -3007011 |
Profit Factor | 0.2268 | 0.6359 | 0.1318 | 0.9192 | 5.0641 | 0.1951 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 17 | 22 | 31 | 18 | 13 |
Losing Trades | 31 | 18 | 13 | 39 | 17 | 22 |
Profitability (%) | 55.7143 | 48.5714 | 62.8571 | 44.2857 | 51.4286 | 37.1429 |
Ratio Avg Win / Avg Loss | 0.1802 | 0.6733 | 0.0779 | 1.1565 | 4.7827 | 0.3302 |
Largest Winning Trade | 83515 | 83515 | 36720 | 727176 | 727176 | 199965 |
Largest Losing Trade | -1245101 | -57050 | -1245101 | -2531850 | -148207 | -2531850 |
Avg Bars in Trades | 89 | 109 | 70 | 89 | 109 | 70 |
Avg Bars in Winners | 34 | 43 | 27 | 142 | 175 | 96 |
Avg Bars in Losers | 159 | 171 | 144 | 48 | 38 | 55 |
Bars Traded | 6295 | 3819 | 2477 | 6295 | 3819 | 2477 |
Profit Streak | 8.5394 | 0 | 20.2894 | 0 | 19.0394 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677866 | -581343 | -578059 | -680111 | 592712 | -585787 |
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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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