Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -589532.3277 | 110366.3707 | -699898.6984 | 23005301.6902 | 12227637.6766 | 10777664.0136 |
Total P&L (%) | -589.5323 | 110.3664 | -699.8987 | 23005.3017 | 12227.6377 | 10777.664 |
Avg Daily Profit (%) | -0.2435 | 0.0456 | -0.2891 | 0.225 | 0.199 | 0.1939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1093771 | -14566 | -1080203 | -33863523 | -2524176 | -33863523 |
Profit Factor | 0.5752 | 2.0496 | 0.4543 | 1.3562 | 2.1807 | 1.1987 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 102 | 44 | 58 | 104 | 45 | 59 |
Losing Trades | 41 | 28 | 13 | 39 | 27 | 12 |
Profitability (%) | 71.3287 | 61.1111 | 81.6901 | 72.7273 | 62.5 | 83.0986 |
Ratio Avg Win / Avg Loss | 0.2312 | 1.3043 | 0.1018 | 0.5086 | 1.3084 | 0.2438 |
Largest Winning Trade | 35824 | 29215 | 35824 | 8419970 | 3965870 | 8419970 |
Largest Losing Trade | -757017 | -13553 | -757017 | -33863523 | -2138719 | -33863523 |
Avg Bars in Trades | 45 | 5 | 85 | 45 | 5 | 85 |
Avg Bars in Winners | 29 | 3 | 48 | 36 | 3 | 60 |
Avg Bars in Losers | 85 | 9 | 251 | 70 | 9 | 208 |
Bars Traded | 6520 | 425 | 6095 | 6520 | 425 | 6095 |
Profit Streak | 239.9212 | 239.9212 | 245.9212 | 239.9212 | 239.9212 | 245.9212 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576116 | -205307 | -662005 | 426798 | -64813 | -76681 |
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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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