Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -212327.0237 | 222986.8451 | -435313.8687 | 50467231.0637 | 28310645.9316 | 22156585.1321 |
Total P&L (%) | -212.327 | 222.9868 | -435.3139 | 50467.2311 | 28310.6459 | 22156.5851 |
Avg Daily Profit (%) | -0.0877 | 0.0921 | -0.1798 | 0.2575 | 0.2336 | 0.2235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -831798 | -55523 | -833221 | -20814417 | -3394136 | -21647348 |
Profit Factor | 0.8129 | 2.7959 | 0.5693 | 1.9914 | 4.7992 | 1.5099 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 53 | 27 | 26 | 53 | 26 | 27 |
Losing Trades | 18 | 9 | 9 | 18 | 10 | 8 |
Profitability (%) | 74.6479 | 75 | 74.2857 | 74.6479 | 72.2222 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.2761 | 0.932 | 0.1971 | 0.6763 | 1.8459 | 0.4474 |
Largest Winning Trade | 54130 | 54130 | 40818 | 7107210 | 4572430 | 7107210 |
Largest Losing Trade | -512448 | -55523 | -512448 | -16645329 | -3100807 | -16645329 |
Avg Bars in Trades | 132 | 57 | 208 | 132 | 57 | 208 |
Avg Bars in Winners | 91 | 46 | 139 | 109 | 46 | 170 |
Avg Bars in Losers | 250 | 91 | 409 | 198 | 86 | 337 |
Bars Traded | 9384 | 2082 | 7303 | 9384 | 2082 | 7303 |
Profit Streak | 120.4187 | 445.9187 | 120.4187 | 120.4187 | 445.9187 | 120.4187 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667230 | -62792 | -577074 | -76917 | 729433 | 432440 |
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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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