Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -63774.6909 | 248832.211 | -312606.9019 | 7621603.1576 | 110327.8114 | 7511275.3462 |
Total P&L (%) | -63.7747 | 248.8322 | -312.6069 | 7621.6032 | 110.3278 | 7511.2753 |
Avg Daily Profit (%) | -0.0265 | 0.1033 | -0.1297 | 0.1805 | 0.0309 | 0.1799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -559298 | -74680 | -635028 | -9257360 | -5710365 | -3889051 |
Profit Factor | 0.9421 | 1.7336 | 0.5897 | 1.3212 | 1.0073 | 1.8707 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 50 | 23 | 27 | 48 | 20 | 28 |
Losing Trades | 25 | 14 | 11 | 27 | 17 | 10 |
Profitability (%) | 66.6667 | 62.1622 | 71.0526 | 64 | 54.0541 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.471 | 1.0552 | 0.2403 | 0.7432 | 0.8562 | 0.6681 |
Largest Winning Trade | 139500 | 139500 | 34759 | 2944793 | 2944793 | 2833506 |
Largest Losing Trade | -397978 | -61999 | -397978 | -4773699 | -4773699 | -3450762 |
Avg Bars in Trades | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Winners | 48 | 41 | 53 | 50 | 41 | 56 |
Avg Bars in Losers | 87 | 79 | 97 | 81 | 73 | 94 |
Bars Traded | 4602 | 2077 | 2525 | 4602 | 2077 | 2525 |
Profit Streak | 113.2509 | 172.2509 | 113.2509 | 113.2509 | 172.2509 | 113.2509 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638227 | -50414 | -577077 | -51377 | -364326 | 456486 |
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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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