Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -505389.5742 | 79749.1644 | -585138.7386 | 23691915.5359 | 3164833.4036 | 20527082.1324 |
Total P&L (%) | -505.3896 | 79.7492 | -585.1387 | 23691.9155 | 3164.8334 | 20527.0821 |
Avg Daily Profit (%) | -0.3143 | 0.0496 | -0.3639 | 0.3408 | 0.217 | 0.3319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -839507 | -83550 | -791654 | -6856649 | -7077559 | -4283918 |
Profit Factor | 0.5618 | 1.4875 | 0.4088 | 2.3235 | 1.299 | 3.8063 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 50 | 22 | 28 | 38 | 21 | 17 |
Losing Trades | 21 | 14 | 7 | 33 | 15 | 18 |
Profitability (%) | 70.4225 | 61.1111 | 80 | 53.5211 | 58.3333 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.236 | 0.9466 | 0.1022 | 2.0178 | 0.9278 | 4.0302 |
Largest Winning Trade | 39939 | 35566 | 39939 | 5866057 | 3696494 | 5866057 |
Largest Losing Trade | -540892 | -66898 | -540892 | -6843255 | -6843255 | -4283918 |
Avg Bars in Trades | 132 | 82 | 182 | 132 | 82 | 182 |
Avg Bars in Winners | 83 | 48 | 110 | 129 | 89 | 178 |
Avg Bars in Losers | 248 | 136 | 472 | 134 | 73 | 186 |
Bars Traded | 9373 | 2984 | 6389 | 9373 | 2984 | 6389 |
Profit Streak | 13.3478 | 95.8478 | 0 | 13.3478 | 95.8478 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668526 | -125125 | -576898 | -76273 | 296327 | 558709 |
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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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