Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -367102.3717 | 82560.3769 | -449662.7486 | 2945906.9013 | -657439.5978 | 3603346.4991 |
Total P&L (%) | -367.1024 | 82.5604 | -449.6627 | 2945.9069 | -657.4396 | 3603.3465 |
Avg Daily Profit (%) | -0.202 | 0.0454 | -0.2474 | 0.1881 | 0 | 0.1989 |
Buy And Hold Return (%) | 80.2327 | 80.2327 | 80.2327 | 80.2327 | 80.2327 | 80.2327 |
Max Trade Drawdown | -639021 | -97550 | -670133 | -5167322 | -4208717 | -1199696 |
Profit Factor | 0.6401 | 1.323 | 0.4118 | 1.373 | 0.8797 | 2.4803 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 43 | 20 | 23 | 45 | 22 | 23 |
Losing Trades | 27 | 15 | 12 | 25 | 13 | 12 |
Profitability (%) | 61.4286 | 57.1429 | 65.7143 | 64.2857 | 62.8571 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.4019 | 0.9922 | 0.2149 | 0.7628 | 0.5198 | 1.2941 |
Largest Winning Trade | 56420 | 56420 | 36437 | 1639287 | 1477292 | 1639287 |
Largest Losing Trade | -390037 | -60876 | -390037 | -4004960 | -4004960 | -653497 |
Avg Bars in Trades | 69 | 67 | 71 | 69 | 67 | 71 |
Avg Bars in Winners | 48 | 42 | 53 | 48 | 33 | 63 |
Avg Bars in Losers | 103 | 100 | 107 | 106 | 124 | 87 |
Bars Traded | 4865 | 2357 | 2508 | 4865 | 2357 | 2508 |
Profit Streak | 25.1082 | 0 | 28.7749 | 25.1082 | 0 | 28.7749 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677253 | -289522 | -578210 | -89305 | -579121 | 511634 |
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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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