Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1575500.4592 | 92491.9241 | -1667992.3833 | 884322.863 | -7414999.7696 | 8299322.6326 |
Total P&L (%) | -1575.5005 | 92.4919 | -1667.9924 | 884.3229 | -7414.9998 | 8299.3226 |
Avg Daily Profit (%) | -0.8022 | 0.0471 | -0.8493 | 0.1165 | 0 | 0.2259 |
Buy And Hold Return (%) | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 |
Max Trade Drawdown | -1839359 | -90551 | -1787696 | -10032787 | -7735520 | -5292717 |
Profit Factor | 0.2801 | 1.3942 | 0.1463 | 1.0407 | 0.2843 | 1.7304 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 46 | 24 | 22 | 44 | 22 | 22 |
Losing Trades | 24 | 11 | 13 | 26 | 13 | 13 |
Profitability (%) | 65.7143 | 68.5714 | 62.8571 | 62.8571 | 62.8571 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.1461 | 0.639 | 0.0865 | 0.615 | 0.168 | 1.0225 |
Largest Winning Trade | 58560 | 48963 | 58560 | 15996231 | 1407102 | 15996231 |
Largest Losing Trade | -1388649 | -64156 | -1388649 | -5756228 | -5756228 | -4980621 |
Avg Bars in Trades | 81 | 83 | 79 | 81 | 83 | 79 |
Avg Bars in Winners | 47 | 50 | 43 | 53 | 54 | 51 |
Avg Bars in Losers | 146 | 153 | 140 | 129 | 131 | 127 |
Bars Traded | 5702 | 2910 | 2792 | 5702 | 2910 | 2792 |
Profit Streak | 430.8446 | 430.8446 | 553.1779 | 430.8446 | 430.8446 | 553.1779 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675901 | -293816 | -577786 | -475739 | -578535 | 446664 |
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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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