Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1046356.4416 | 84132.6535 | -1130489.0951 | -2224811.4687 | -9940940.4318 | 7716128.963 |
Total P&L (%) | -1046.3564 | 84.1327 | -1130.4891 | -2224.8115 | -9940.9404 | 7716.129 |
Avg Daily Profit (%) | -0.573 | 0.0461 | -0.619 | 0 | 0 | 0.239 |
Buy And Hold Return (%) | 866.8691 | 866.8691 | 866.8691 | 866.8691 | 866.8691 | 866.8691 |
Max Trade Drawdown | -1143548 | -151479 | -1173350 | -19541389 | -14183032 | -5358356 |
Profit Factor | 0.4049 | 1.2661 | 0.2161 | 0.9328 | 0.5081 | 1.5976 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 42 | 22 | 20 | 29 | 14 | 15 |
Losing Trades | 28 | 13 | 15 | 41 | 21 | 20 |
Profitability (%) | 60 | 62.8571 | 57.1429 | 41.4286 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.2699 | 0.7481 | 0.1621 | 1.3188 | 0.7622 | 2.1301 |
Largest Winning Trade | 82292 | 82292 | 43966 | 12079659 | 3149174 | 12079659 |
Largest Losing Trade | -697911 | -76858 | -697911 | -12515918 | -12515918 | -3752849 |
Avg Bars in Trades | 150 | 157 | 142 | 150 | 157 | 142 |
Avg Bars in Winners | 83 | 81 | 85 | 159 | 181 | 139 |
Avg Bars in Losers | 250 | 286 | 219 | 143 | 141 | 144 |
Bars Traded | 10513 | 5525 | 4988 | 10513 | 5525 | 4988 |
Profit Streak | 48.9842 | 75.6509 | 48.9842 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676564 | -296324 | -579298 | -681222 | -584676 | 309484 |
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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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