Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -69750.0965 | 348824.1827 | -418574.2792 | 147003044.4496 | 20046286.9931 | 126956757.4565 |
Total P&L (%) | -69.7501 | 348.8242 | -418.5743 | 147003.0445 | 20046.287 | 126956.7575 |
Avg Daily Profit (%) | -0.0278 | 0.1393 | -0.1671 | 0.2916 | 0.212 | 0.2857 |
Buy And Hold Return (%) | 387.8969 | 387.8969 | 387.8969 | 387.8969 | 387.8969 | 387.8969 |
Max Trade Drawdown | -504188 | -62866 | -575313 | -44218855 | -38301655 | -27137002 |
Profit Factor | 0.9258 | 3.4327 | 0.4747 | 2.8758 | 1.4389 | 4.8831 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 23 | 25 | 32 | 15 | 17 |
Losing Trades | 22 | 12 | 10 | 38 | 20 | 18 |
Profitability (%) | 68.5714 | 65.7143 | 71.4286 | 45.7143 | 42.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.4243 | 1.791 | 0.1899 | 3.4151 | 1.9186 | 5.1704 |
Largest Winning Trade | 114264 | 114264 | 42853 | 116458429 | 54527391 | 116458429 |
Largest Losing Trade | -490408 | -30809 | -490408 | -16993945 | -16993945 | -6765340 |
Avg Bars in Trades | 68 | 74 | 63 | 68 | 74 | 63 |
Avg Bars in Winners | 57 | 50 | 63 | 73 | 85 | 63 |
Avg Bars in Losers | 93 | 119 | 61 | 64 | 66 | 63 |
Bars Traded | 4817 | 2609 | 2208 | 4817 | 2609 | 2208 |
Profit Streak | 144.1962 | 144.1962 | 250.1962 | 144.1962 | 144.1962 | 363.6962 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675518 | -163751 | -577038 | -84781 | 286887 | 622652 |
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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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