Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -914676.6179 | 116951.7379 | -1031628.3558 | 4496944.7646 | -13506843.3869 | 18003788.1516 |
Total P&L (%) | -914.6766 | 116.9517 | -1031.6284 | 4496.9448 | -13506.8434 | 18003.7882 |
Avg Daily Profit (%) | -0.4051 | 0.0518 | -0.4569 | 0.1697 | 0 | 0.2305 |
Buy And Hold Return (%) | 412.2768 | 412.2768 | 412.2768 | 412.2768 | 412.2768 | 412.2768 |
Max Trade Drawdown | -1108947 | -122783 | -1155145 | -22974323 | -17423354 | -7825634 |
Profit Factor | 0.4204 | 1.4319 | 0.2109 | 1.123 | 0.5047 | 2.9382 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 22 | 26 | 40 | 17 | 23 |
Losing Trades | 22 | 13 | 9 | 30 | 18 | 12 |
Profitability (%) | 68.5714 | 62.8571 | 74.2857 | 57.1429 | 48.5714 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.1927 | 0.8461 | 0.073 | 0.8423 | 0.5344 | 1.533 |
Largest Winning Trade | 60317 | 60317 | 34255 | 11044410 | 4767617 | 11044410 |
Largest Losing Trade | -896037 | -50544 | -896037 | -12349018 | -12349018 | -4226484 |
Avg Bars in Trades | 92 | 114 | 70 | 92 | 114 | 70 |
Avg Bars in Winners | 41 | 47 | 37 | 48 | 45 | 50 |
Avg Bars in Losers | 202 | 227 | 167 | 151 | 179 | 110 |
Bars Traded | 6477 | 4000 | 2477 | 6477 | 4000 | 2477 |
Profit Streak | 49.9391 | 0 | 261.9391 | 49.9391 | 0 | 261.9391 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676305 | -288634 | -576198 | -176121 | -581343 | 625615 |
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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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