Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -996397.776 | 106527.7343 | -1102925.5103 | -2970001.8282 | -10703015.3502 | 7733013.522 |
Total P&L (%) | -996.3978 | 106.5277 | -1102.9255 | -2970.0018 | -10703.0154 | 7733.0135 |
Avg Daily Profit (%) | -0.5451 | 0.0583 | -0.6034 | 0 | 0 | 0.2388 |
Buy And Hold Return (%) | 938.1432 | 938.1432 | 938.1432 | 938.1432 | 938.1432 | 938.1432 |
Max Trade Drawdown | -1171687 | -138039 | -1184536 | -22176624 | -16261422 | -8628680 |
Profit Factor | 0.4178 | 1.3839 | 0.2308 | 0.9224 | 0.4971 | 1.4547 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 42 | 21 | 21 | 33 | 16 | 17 |
Losing Trades | 28 | 14 | 14 | 37 | 19 | 18 |
Profitability (%) | 60 | 60 | 60 | 47.1429 | 45.7143 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.2785 | 0.9226 | 0.1539 | 1.0342 | 0.5903 | 1.5403 |
Largest Winning Trade | 68807 | 68807 | 54748 | 15200949 | 3002069 | 15200949 |
Largest Losing Trade | -680309 | -76422 | -680309 | -13710968 | -13710968 | -4054350 |
Avg Bars in Trades | 75 | 78 | 71 | 75 | 78 | 71 |
Avg Bars in Winners | 49 | 46 | 52 | 75 | 74 | 76 |
Avg Bars in Losers | 113 | 126 | 100 | 74 | 81 | 66 |
Bars Traded | 5250 | 2747 | 2503 | 5250 | 2747 | 2503 |
Profit Streak | 0 | 0 | 0 | 115.1161 | 154.1161 | 115.1161 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677981 | -280666 | -579491 | -677575 | -581102 | 392511 |
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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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