Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1772071.2891 | 75088.923 | -1847160.2121 | -6134760.2339 | -24826471.891 | 18691711.6571 |
Total P&L (%) | -1772.0713 | 75.0889 | -1847.1602 | -6134.7602 | -24826.4719 | 18691.7117 |
Avg Daily Profit (%) | -0.9558 | 0.0405 | -0.9963 | 0 | 0 | 0.2828 |
Buy And Hold Return (%) | 6454.1616 | 6454.1616 | 6454.1616 | 6454.1616 | 6454.1616 | 6454.1616 |
Max Trade Drawdown | -1851913 | -119243 | -1887063 | -42562136 | -29957936 | -23566538 |
Profit Factor | 0.2239 | 1.4026 | 0.1191 | 0.9112 | 0.3215 | 1.5757 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 51 | 26 | 25 | 36 | 15 | 21 |
Losing Trades | 19 | 9 | 10 | 34 | 20 | 14 |
Profitability (%) | 72.8571 | 74.2857 | 71.4286 | 51.4286 | 42.8571 | 60 |
Ratio Avg Win / Avg Loss | 0.0834 | 0.4855 | 0.0476 | 0.8605 | 0.4287 | 1.0505 |
Largest Winning Trade | 55816 | 55816 | 25969 | 20547039 | 2885050 | 20547039 |
Largest Losing Trade | -1141975 | -58104 | -1141975 | -19806420 | -11490607 | -19806420 |
Avg Bars in Trades | 148 | 144 | 152 | 148 | 144 | 152 |
Avg Bars in Winners | 65 | 81 | 49 | 112 | 96 | 123 |
Avg Bars in Losers | 370 | 325 | 411 | 186 | 179 | 196 |
Bars Traded | 10391 | 5042 | 5349 | 10391 | 5042 | 5349 |
Profit Streak | 35.7296 | 66.8962 | 0 | 0 | 0 | 65.0629 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675771 | -301429 | -578009 | -679092 | -583565 | 329630 |
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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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