Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -399853.0372 | 162355.0705 | -562208.1077 | 18134576.6357 | 16742831.9275 | 1391744.7081 |
Total P&L (%) | -399.853 | 162.3551 | -562.2081 | 18134.5766 | 16742.8319 | 1391.7447 |
Avg Daily Profit (%) | -0.166 | 0.0674 | -0.2334 | 0.2163 | 0.213 | 0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -896706 | -50804 | -883523 | -35927068 | -5493939 | -32470512 |
Profit Factor | 0.6551 | 2.2674 | 0.4548 | 1.3602 | 3.0421 | 1.033 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 44 | 21 | 23 | 44 | 22 | 22 |
Losing Trades | 15 | 9 | 6 | 15 | 8 | 7 |
Profitability (%) | 74.5763 | 70 | 79.3103 | 74.5763 | 73.3333 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.2233 | 0.9718 | 0.1186 | 0.4637 | 1.1062 | 0.3287 |
Largest Winning Trade | 43907 | 40547 | 43907 | 7808105 | 7369035 | 7808105 |
Largest Losing Trade | -635272 | -50804 | -635272 | -28699476 | -3035986 | -28699476 |
Avg Bars in Trades | 144 | 49 | 241 | 144 | 49 | 241 |
Avg Bars in Winners | 93 | 33 | 147 | 115 | 32 | 199 |
Avg Bars in Losers | 293 | 87 | 602 | 226 | 96 | 375 |
Bars Traded | 8496 | 1485 | 7011 | 8496 | 1485 | 7011 |
Profit Streak | 0 | 0 | 266.7809 | 0 | 0 | 266.7809 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757091 | -98872 | -576444 | -169351 | 569744 | -224729 |
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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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