Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1110960.153 | 63114.3721 | -1174074.525 | 1768836.405 | -4414355.5017 | 6183191.9068 |
Total P&L (%) | -1110.9602 | 63.1144 | -1174.0745 | 1768.8364 | -4414.3555 | 6183.1919 |
Avg Daily Profit (%) | -0.5924 | 0.0337 | -0.626 | 0.1562 | 0 | 0.221 |
Buy And Hold Return (%) | 272.1163 | 272.1163 | 272.1163 | 272.1163 | 272.1163 | 272.1163 |
Max Trade Drawdown | -1295091 | -103878 | -1270380 | -4826364 | -5318439 | -2174228 |
Profit Factor | 0.3607 | 1.233 | 0.1997 | 1.1294 | 0.5119 | 2.3365 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 55.7143 | 51.4286 | 60 | 55.7143 | 51.4286 | 60 |
Ratio Avg Win / Avg Loss | 0.2867 | 1.1645 | 0.1331 | 0.8977 | 0.4834 | 1.5577 |
Largest Winning Trade | 106603 | 106603 | 42674 | 5909830 | 1772438 | 5909830 |
Largest Losing Trade | -945861 | -57003 | -945861 | -3036763 | -3036763 | -1541833 |
Avg Bars in Trades | 102 | 108 | 95 | 102 | 108 | 95 |
Avg Bars in Winners | 72 | 82 | 63 | 77 | 90 | 65 |
Avg Bars in Losers | 139 | 135 | 144 | 133 | 127 | 140 |
Bars Traded | 7141 | 3794 | 3347 | 7141 | 3794 | 3347 |
Profit Streak | 146.9594 | 146.9594 | 267.7094 | 146.9594 | 146.9594 | 267.7094 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677031 | -312482 | -578073 | -168780 | -579220 | 553353 |
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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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