Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1135176.1668 | 48447.3284 | -1183623.4952 | 640062.5532 | -16565082.2059 | 17205144.7591 |
Total P&L (%) | -1135.1762 | 48.4473 | -1183.6235 | 640.0626 | -16565.0822 | 17205.1448 |
Avg Daily Profit (%) | -0.5002 | 0.0213 | -0.5216 | 0.0882 | 0 | 0.2274 |
Buy And Hold Return (%) | 350.424 | 350.424 | 350.424 | 350.424 | 350.424 | 350.424 |
Max Trade Drawdown | -1269402 | -152607 | -1271747 | -19259453 | -17020916 | -5832977 |
Profit Factor | 0.3475 | 1.1601 | 0.1764 | 1.0196 | 0.3408 | 3.3015 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 53 | 25 | 28 | 41 | 18 | 23 |
Losing Trades | 17 | 10 | 7 | 29 | 17 | 12 |
Profitability (%) | 75.7143 | 71.4286 | 80 | 58.5714 | 51.4286 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.1115 | 0.464 | 0.0441 | 0.7212 | 0.3219 | 1.7225 |
Largest Winning Trade | 77967 | 77967 | 46092 | 14773157 | 3756139 | 14773157 |
Largest Losing Trade | -928456 | -54417 | -928456 | -10718354 | -10718354 | -4017168 |
Avg Bars in Trades | 123 | 135 | 112 | 123 | 135 | 112 |
Avg Bars in Winners | 48 | 40 | 56 | 69 | 44 | 89 |
Avg Bars in Losers | 357 | 372 | 336 | 200 | 231 | 155 |
Bars Traded | 8662 | 4741 | 3921 | 8662 | 4741 | 3921 |
Profit Streak | 168.4519 | 168.4519 | 273.4519 | 168.4519 | 168.4519 | 273.4519 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674476 | -372083 | -575526 | -379298 | -579248 | 647384 |
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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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