Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -907763.3878 | 90772.3663 | -998535.7541 | -1621293.2804 | -7095521.2823 | 5474228.0019 |
Total P&L (%) | -907.7634 | 90.7724 | -998.5358 | -1621.2933 | -7095.5213 | 5474.228 |
Avg Daily Profit (%) | -0.5005 | 0.05 | -0.5505 | 0 | 0 | 0.2219 |
Buy And Hold Return (%) | 738.5063 | 738.5063 | 738.5063 | 738.5063 | 738.5063 | 738.5063 |
Max Trade Drawdown | -1061199 | -158568 | -1066142 | -14733460 | -10751622 | -5294182 |
Profit Factor | 0.4338 | 1.3037 | 0.2345 | 0.9368 | 0.5113 | 1.4925 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 43 | 23 | 20 | 32 | 16 | 16 |
Losing Trades | 27 | 12 | 15 | 38 | 19 | 19 |
Profitability (%) | 61.4286 | 65.7143 | 57.1429 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.2724 | 0.6802 | 0.1759 | 1.1124 | 0.6072 | 1.7724 |
Largest Winning Trade | 66809 | 66809 | 45589 | 10300259 | 2164671 | 10300259 |
Largest Losing Trade | -535782 | -77258 | -535782 | -9467158 | -9467158 | -2592699 |
Avg Bars in Trades | 100 | 106 | 93 | 100 | 106 | 93 |
Avg Bars in Winners | 56 | 58 | 53 | 109 | 114 | 104 |
Avg Bars in Losers | 170 | 199 | 146 | 92 | 100 | 83 |
Bars Traded | 7001 | 3734 | 3267 | 7001 | 3734 | 3267 |
Profit Streak | 7.0198 | 61.5198 | 0 | 0 | 0 | 156.2698 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677112 | -290412 | -579861 | -679555 | -582454 | 369819 |
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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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