Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -648692.7774 | 345156.0003 | -993848.7777 | 137533662.5253 | 67896494.1669 | 69637168.3585 |
Total P&L (%) | -648.6928 | 345.156 | -993.8488 | 137533.6625 | 67896.4942 | 69637.1684 |
Avg Daily Profit (%) | -0.3489 | 0.1857 | -0.5346 | 0.3895 | 0.3515 | 0.3528 |
Buy And Hold Return (%) | 7968.0295 | 7968.0295 | 7968.0295 | 7968.0295 | 7968.0295 | 7968.0295 |
Max Trade Drawdown | -907566 | -82603 | -1093819 | -28564140 | -16095496 | -32740692 |
Profit Factor | 0.5816 | 2.8532 | 0.2715 | 2.4378 | 3.4308 | 2.0282 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 25 | 20 | 33 | 21 | 12 |
Losing Trades | 27 | 11 | 16 | 39 | 15 | 24 |
Profitability (%) | 62.5 | 69.4444 | 55.5556 | 45.8333 | 58.3333 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.349 | 1.2554 | 0.2172 | 2.881 | 2.4506 | 4.0564 |
Largest Winning Trade | 80014 | 80014 | 53901 | 77062127 | 24372599 | 77062127 |
Largest Losing Trade | -347984 | -56045 | -347984 | -28564140 | -7688280 | -28564140 |
Avg Bars in Trades | 72 | 61 | 83 | 72 | 61 | 83 |
Avg Bars in Winners | 58 | 55 | 61 | 88 | 74 | 112 |
Avg Bars in Losers | 95 | 75 | 109 | 58 | 41 | 68 |
Bars Traded | 5192 | 2202 | 2990 | 5192 | 2202 | 2990 |
Profit Streak | 250.6383 | 456.305 | 250.6383 | 250.6383 | 456.305 | 250.6383 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661258 | -150015 | -579088 | -69696 | 661734 | 276702 |
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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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