Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -679074.2895 | 23798.5031 | -702872.7926 | 69535930.5374 | 14325916.631 | 55210013.9063 |
Total P&L (%) | -679.0743 | 23.7985 | -702.8728 | 69535.9305 | 14325.9166 | 55210.0139 |
Avg Daily Profit (%) | -0.3759 | 0.0132 | -0.3891 | 0.363 | 0.2756 | 0.3502 |
Buy And Hold Return (%) | 269.2696 | 269.2696 | 269.2696 | 269.2696 | 269.2696 | 269.2696 |
Max Trade Drawdown | -970083 | -46794 | -929073 | -13757487 | -246366 | -13914361 |
Profit Factor | 0.4384 | 1.4137 | 0.3897 | 3.6927 | 29.9212 | 3.1798 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 43 | 21 | 22 | 37 | 22 | 15 |
Losing Trades | 14 | 8 | 6 | 20 | 7 | 13 |
Profitability (%) | 75.4386 | 72.4138 | 78.5714 | 64.9123 | 75.8621 | 53.5714 |
Ratio Avg Win / Avg Loss | 0.1427 | 0.5386 | 0.1063 | 1.9961 | 9.5204 | 2.7558 |
Largest Winning Trade | 42760 | 12714 | 42760 | 31764570 | 3519642 | 31764570 |
Largest Losing Trade | -639888 | -15928 | -639888 | -7583357 | -246366 | -7583357 |
Avg Bars in Trades | 152 | 7 | 303 | 152 | 7 | 303 |
Avg Bars in Winners | 83 | 4 | 158 | 122 | 7 | 289 |
Avg Bars in Losers | 365 | 14 | 833 | 209 | 4 | 319 |
Bars Traded | 8703 | 203 | 8500 | 8703 | 203 | 8500 |
Profit Streak | 280.6162 | 768.7828 | 280.6162 | 280.6162 | 715.6162 | 280.6162 |
Trades During Streak | 7 | 10 | 3 | 7 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755543 | -337339 | -596780 | -159863 | 799102 | -3844 |
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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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