Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1380214.543 | 170462.9812 | -1550677.5241 | 1492769.6757 | -5241037.0493 | 6733806.725 |
Total P&L (%) | -1380.2145 | 170.463 | -1550.6775 | 1492.7697 | -5241.037 | 6733.8067 |
Avg Daily Profit (%) | -0.7031 | 0.0868 | -0.79 | 0.1411 | 0 | 0.2154 |
Buy And Hold Return (%) | 1645.9733 | 1645.9733 | 1645.9733 | 1645.9733 | 1645.9733 | 1645.9733 |
Max Trade Drawdown | -1674570 | -64915 | -1715100 | -7147526 | -6884418 | -5202868 |
Profit Factor | 0.3581 | 1.7547 | 0.1942 | 1.0715 | 0.4261 | 1.5738 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 23 | 21 | 44 | 22 | 22 |
Losing Trades | 26 | 12 | 14 | 26 | 13 | 13 |
Profitability (%) | 62.8571 | 65.7143 | 60 | 62.8571 | 62.8571 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.2116 | 0.9155 | 0.1295 | 0.6332 | 0.2518 | 0.93 |
Largest Winning Trade | 53071 | 53061 | 53071 | 14319179 | 1400475 | 14319179 |
Largest Losing Trade | -1405574 | -56634 | -1405574 | -5034514 | -2996940 | -5034514 |
Avg Bars in Trades | 164 | 160 | 168 | 164 | 160 | 168 |
Avg Bars in Winners | 113 | 120 | 105 | 115 | 118 | 111 |
Avg Bars in Losers | 251 | 236 | 263 | 247 | 231 | 264 |
Bars Traded | 11503 | 5608 | 5895 | 11503 | 5608 | 5895 |
Profit Streak | 437.8348 | 437.8348 | 556.8348 | 437.8348 | 437.8348 | 556.8348 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676272 | -239638 | -578156 | -409020 | -578535 | 327973 |
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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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