Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -813069.5498 | 357401.3745 | -1170470.9243 | 2704311.1459 | -46476122.9216 | 49180434.0675 |
Total P&L (%) | -813.0696 | 357.4014 | -1170.4709 | 2704.3111 | -46476.1229 | 49180.4341 |
Avg Daily Profit (%) | -0.36 | 0.1583 | -0.5183 | 0.1477 | 0 | 0.2749 |
Buy And Hold Return (%) | 9632.6074 | 9632.6074 | 9632.6074 | 9632.6074 | 9632.6074 | 9632.6074 |
Max Trade Drawdown | -1321694 | -50261 | -1302701 | -82361382 | -54828989 | -34952228 |
Profit Factor | 0.5316 | 2.7046 | 0.2331 | 1.018 | 0.488 | 1.8272 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 19 | 22 | 35 | 17 | 18 |
Losing Trades | 29 | 16 | 13 | 35 | 18 | 17 |
Profitability (%) | 58.5714 | 54.2857 | 62.8571 | 50 | 48.5714 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.376 | 2.2776 | 0.1378 | 1.018 | 0.5167 | 1.7257 |
Largest Winning Trade | 140305 | 140305 | 56521 | 44790714 | 11874627 | 44790714 |
Largest Losing Trade | -712831 | -26478 | -712831 | -34591600 | -34591600 | -14201378 |
Avg Bars in Trades | 89 | 100 | 78 | 89 | 100 | 78 |
Avg Bars in Winners | 88 | 111 | 69 | 89 | 103 | 76 |
Avg Bars in Losers | 90 | 88 | 93 | 89 | 98 | 80 |
Bars Traded | 6286 | 3531 | 2755 | 6286 | 3531 | 2755 |
Profit Streak | 100.0318 | 100.0318 | 286.0318 | 100.0318 | 100.0318 | 432.0318 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677208 | -152247 | -577772 | -459740 | -580783 | 448243 |
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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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