Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -909656.2887 | 132046.0253 | -1041702.314 | 14546186.6135 | 8726867.6491 | 5819318.9644 |
Total P&L (%) | -909.6563 | 132.046 | -1041.7023 | 14546.1866 | 8726.8676 | 5819.319 |
Avg Daily Profit (%) | -0.4003 | 0.0581 | -0.4584 | 0.2197 | 0.1974 | 0.1798 |
Buy And Hold Return (%) | 111.2705 | 111.2705 | 111.2705 | 111.2705 | 111.2705 | 111.2705 |
Max Trade Drawdown | -1296382 | -20835 | -1311810 | -28701284 | -2124261 | -30049953 |
Profit Factor | 0.399 | 4.749 | 0.2954 | 1.3567 | 3.578 | 1.1556 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 56 | 26 | 30 | 56 | 25 | 31 |
Losing Trades | 16 | 10 | 6 | 16 | 11 | 5 |
Profitability (%) | 77.7778 | 72.2222 | 83.3333 | 77.7778 | 69.4444 | 86.1111 |
Ratio Avg Win / Avg Loss | 0.114 | 1.8265 | 0.0591 | 0.3876 | 1.5743 | 0.1864 |
Largest Winning Trade | 50941 | 19189 | 50941 | 7167472 | 2449975 | 7167472 |
Largest Losing Trade | -898915 | -12127 | -898915 | -21208693 | -1205880 | -21208693 |
Avg Bars in Trades | 122 | 6 | 239 | 122 | 6 | 239 |
Avg Bars in Winners | 73 | 4 | 133 | 92 | 3 | 164 |
Avg Bars in Losers | 294 | 10 | 766 | 227 | 10 | 704 |
Bars Traded | 8831 | 218 | 8613 | 8831 | 218 | 8613 |
Profit Streak | 478.6051 | 478.6051 | 482.6051 | 478.6051 | 478.6051 | 482.6051 |
Trades During Streak | 19 | 9 | 11 | 19 | 9 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659105 | -210802 | -575094 | -71357 | 684244 | -37178 |
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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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