Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -471925.4622 | 93581.994 | -565507.4562 | 16385610.4361 | 8877930.3082 | 7507680.1279 |
Total P&L (%) | -471.9255 | 93.582 | -565.5075 | 16385.6104 | 8877.9303 | 7507.6801 |
Avg Daily Profit (%) | -0.5342 | 0.1059 | -0.6401 | 0.5795 | 0.5103 | 0.4915 |
Buy And Hold Return (%) | 283.0065 | 283.0065 | 283.0065 | 283.0065 | 283.0065 | 283.0065 |
Max Trade Drawdown | -705883 | -2656 | -721498 | -6686753 | -71835 | -6686753 |
Profit Factor | 0.4668 | 4.3243 | 0.3401 | 3.18 | 70.8875 | 2.016 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 59 | 28 | 31 | 49 | 23 | 26 |
Losing Trades | 14 | 9 | 5 | 24 | 14 | 10 |
Profitability (%) | 80.8219 | 75.6757 | 86.1111 | 67.1233 | 62.1622 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.1108 | 1.3899 | 0.0548 | 1.5576 | 43.1489 | 0.7754 |
Largest Winning Trade | 29981 | 16161 | 29981 | 3408396 | 2351326 | 3408396 |
Largest Losing Trade | -544284 | -18892 | -544284 | -6686753 | -43759 | -6686753 |
Avg Bars in Trades | 41 | 4 | 78 | 41 | 4 | 78 |
Avg Bars in Winners | 22 | 2 | 40 | 35 | 3 | 62 |
Avg Bars in Losers | 118 | 9 | 315 | 53 | 5 | 119 |
Bars Traded | 2997 | 166 | 2831 | 2997 | 166 | 2831 |
Profit Streak | 125.0062 | 246.2562 | 125.0062 | 125.0062 | 246.2562 | 125.0062 |
Trades During Streak | 7 | 15 | 3 | 7 | 15 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651321 | -205950 | -574945 | -54933 | 816577 | 569249 |
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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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