Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -674876.6612 | 144942.1189 | -819818.7801 | 23539017.3877 | -24778355.0681 | 48317372.4559 |
Total P&L (%) | -674.8767 | 144.9421 | -819.8188 | 23539.0174 | -24778.3551 | 48317.3725 |
Avg Daily Profit (%) | -0.2796 | 0.0601 | -0.3397 | 0.2267 | 0 | 0.2565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1080726 | -125041 | -1118228 | -24728321 | -31660821 | -4574298 |
Profit Factor | 0.5754 | 1.4514 | 0.3536 | 1.3245 | 0.5466 | 3.6987 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 72 | 34 | 38 | 70 | 32 | 38 |
Losing Trades | 46 | 25 | 21 | 48 | 27 | 21 |
Profitability (%) | 61.0169 | 57.6271 | 64.4068 | 59.322 | 54.2373 | 64.4068 |
Ratio Avg Win / Avg Loss | 0.3676 | 1.0672 | 0.1954 | 0.9082 | 0.4612 | 2.044 |
Largest Winning Trade | 69550 | 69550 | 41735 | 24479279 | 5935685 | 24479279 |
Largest Losing Trade | -946185 | -54755 | -946185 | -11875437 | -11875437 | -4574298 |
Avg Bars in Trades | 59 | 70 | 48 | 59 | 70 | 48 |
Avg Bars in Winners | 38 | 36 | 40 | 44 | 33 | 53 |
Avg Bars in Losers | 91 | 116 | 62 | 81 | 114 | 39 |
Bars Traded | 7025 | 4159 | 2866 | 7025 | 4159 | 2866 |
Profit Streak | 0 | 55.771 | 0 | 0 | 55.771 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579036 | -285946 | -755590 | 300759 | -755445 | -159451 |
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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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