Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -691727.2728 | 9065.5197 | -700792.7924 | 28503216.3991 | -14129733.0963 | 42632949.4954 |
Total P&L (%) | -691.7273 | 9.0655 | -700.7928 | 28503.2164 | -14129.7331 | 42632.9495 |
Avg Daily Profit (%) | -0.4327 | 0.0057 | -0.4384 | 0.3544 | 0 | 0.3796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -823853 | -64056 | -834433 | -32339797 | -33637305 | -5310742 |
Profit Factor | 0.4665 | 1.0477 | 0.3667 | 1.5859 | 0.6172 | 4.6337 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 116 | 51 | 65 | 56 | 29 | 27 |
Losing Trades | 28 | 21 | 7 | 88 | 43 | 45 |
Profitability (%) | 80.5556 | 70.8333 | 90.2778 | 38.8889 | 40.2778 | 37.5 |
Ratio Avg Win / Avg Loss | 0.1126 | 0.4314 | 0.0395 | 2.4922 | 0.9152 | 7.7229 |
Largest Winning Trade | 14841 | 13592 | 14841 | 12060627 | 6370028 | 12060627 |
Largest Losing Trade | -655274 | -52427 | -655274 | -25208706 | -25208706 | -5310742 |
Avg Bars in Trades | 31 | 15 | 48 | 31 | 15 | 48 |
Avg Bars in Winners | 14 | 4 | 23 | 37 | 20 | 56 |
Avg Bars in Losers | 102 | 42 | 282 | 28 | 12 | 43 |
Bars Traded | 4589 | 1112 | 3477 | 4589 | 1112 | 3477 |
Profit Streak | 0 | 91.0423 | 0 | 0 | 91.0423 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576176 | -596004 | -655070 | 300964 | -662779 | -67219 |
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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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