Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -699378.8386 | 11867.2285 | -711246.0671 | 2058074.2911 | -3530450.8999 | 5588525.191 |
Total P&L (%) | -699.3788 | 11.8672 | -711.2461 | 2058.0743 | -3530.4509 | 5588.5252 |
Avg Daily Profit (%) | -0.2902 | 0.0049 | -0.2951 | 0.1275 | 0 | 0.1678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -895881 | -119773 | -913029 | -4548672 | -4487690 | -875350 |
Profit Factor | 0.4783 | 1.038 | 0.3083 | 1.2072 | 0.5402 | 3.4776 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 54 | 26 | 28 | 48 | 22 | 26 |
Losing Trades | 16 | 9 | 7 | 22 | 13 | 9 |
Profitability (%) | 77.1429 | 74.2857 | 80 | 68.5714 | 62.8571 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.1417 | 0.3593 | 0.0771 | 0.5533 | 0.3192 | 1.2038 |
Largest Winning Trade | 28540 | 27209 | 28540 | 3104889 | 692774 | 3104889 |
Largest Losing Trade | -702411 | -65554 | -702411 | -2214365 | -2214365 | -875350 |
Avg Bars in Trades | 66 | 78 | 55 | 66 | 78 | 55 |
Avg Bars in Winners | 30 | 26 | 34 | 37 | 26 | 47 |
Avg Bars in Losers | 188 | 225 | 140 | 130 | 164 | 80 |
Bars Traded | 4684 | 2732 | 1952 | 4684 | 2732 | 1952 |
Profit Streak | 154.79 | 154.79 | 270.79 | 154.79 | 154.79 | 270.79 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674173 | -469777 | -575459 | -118990 | -577708 | 643701 |
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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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