Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -543899.2444 | 216266.5248 | -760165.7692 | 34762189.0342 | -23759580.3124 | 58521769.3467 |
Total P&L (%) | -543.8992 | 216.2665 | -760.1658 | 34762.189 | -23759.5803 | 58521.7693 |
Avg Daily Profit (%) | -0.2253 | 0.0896 | -0.3149 | 0.2428 | 0 | 0.2644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -964747 | -91077 | -1057302 | -28866392 | -36514243 | -5456519 |
Profit Factor | 0.6358 | 1.7575 | 0.3706 | 1.3968 | 0.644 | 3.8048 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 21 | 23 | 40 | 18 | 22 |
Losing Trades | 26 | 14 | 12 | 30 | 17 | 13 |
Profitability (%) | 62.8571 | 60 | 65.7143 | 57.1429 | 51.4286 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.3757 | 1.1717 | 0.1934 | 1.0476 | 0.6082 | 2.2483 |
Largest Winning Trade | 103730 | 103730 | 53079 | 19325428 | 7111900 | 19325428 |
Largest Losing Trade | -894960 | -53885 | -894960 | -17646112 | -17646112 | -5456519 |
Avg Bars in Trades | 133 | 144 | 122 | 133 | 144 | 122 |
Avg Bars in Winners | 74 | 70 | 77 | 88 | 69 | 104 |
Avg Bars in Losers | 233 | 255 | 207 | 193 | 224 | 152 |
Bars Traded | 9336 | 5056 | 4281 | 9336 | 5056 | 4281 |
Profit Streak | 141.8511 | 141.8511 | 256.1011 | 141.8511 | 141.8511 | 256.1011 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676196 | -68898 | -577398 | -87080 | -579641 | 666547 |
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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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