Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1303437.2487 | 34595.9631 | -1338033.2118 | 13677768.2519 | -2264745.1716 | 15942513.4236 |
Total P&L (%) | -1303.4372 | 34.596 | -1338.0332 | 13677.7683 | -2264.7452 | 15942.5134 |
Avg Daily Profit (%) | -0.6821 | 0.0181 | -0.7002 | 0.2581 | 0 | 0.2661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1533261 | -39727 | -1533261 | -14976283 | -4973163 | -13423283 |
Profit Factor | 0.3415 | 1.225 | 0.2671 | 1.3783 | 0.8255 | 1.6879 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 88 | 37 | 51 | 62 | 32 | 30 |
Losing Trades | 52 | 33 | 19 | 78 | 38 | 40 |
Profitability (%) | 62.8571 | 52.8571 | 72.8571 | 44.2857 | 45.7143 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.2018 | 1.0926 | 0.0995 | 1.734 | 0.9803 | 2.2505 |
Largest Winning Trade | 35367 | 19243 | 35367 | 21598497 | 2147072 | 21598497 |
Largest Losing Trade | -1533261 | -25261 | -1533261 | -1988757 | -1988757 | -1727827 |
Avg Bars in Trades | 79 | 19 | 139 | 79 | 19 | 139 |
Avg Bars in Winners | 57 | 13 | 89 | 94 | 22 | 171 |
Avg Bars in Losers | 115 | 25 | 271 | 66 | 16 | 114 |
Bars Traded | 11086 | 1337 | 9749 | 11086 | 1337 | 9749 |
Profit Streak | 5.2453 | 0 | 93.7453 | 5.2453 | 0 | 93.7453 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578028 | -265276 | -670636 | 326440 | -676625 | -84076 |
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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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