Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -634938.8114 | 186556.4647 | -821495.2761 | 2489987.1073 | -2625905.0161 | 5115892.1234 |
Total P&L (%) | -634.9388 | 186.5565 | -821.4953 | 2489.9871 | -2625.905 | 5115.8921 |
Avg Daily Profit (%) | -0.2808 | 0.0825 | -0.3633 | 0.144 | 0 | 0.175 |
Buy And Hold Return (%) | 569.816 | 569.816 | 569.816 | 569.816 | 569.816 | 569.816 |
Max Trade Drawdown | -894448 | -75341 | -971767 | -2233500 | -2725371 | -983744 |
Profit Factor | 0.5255 | 1.6804 | 0.228 | 1.2204 | 0.6908 | 2.8241 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 30 | 13 | 17 | 32 | 13 | 19 |
Losing Trades | 27 | 15 | 12 | 25 | 15 | 10 |
Profitability (%) | 52.6316 | 46.4286 | 58.6207 | 56.1404 | 46.4286 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.473 | 1.9389 | 0.1609 | 0.9535 | 0.797 | 1.4864 |
Largest Winning Trade | 124627 | 124627 | 32888 | 3017080 | 2072428 | 3017080 |
Largest Losing Trade | -607439 | -47878 | -607439 | -2233500 | -2233500 | -637730 |
Avg Bars in Trades | 73 | 80 | 66 | 73 | 80 | 66 |
Avg Bars in Winners | 61 | 59 | 62 | 65 | 61 | 68 |
Avg Bars in Losers | 87 | 99 | 72 | 84 | 97 | 64 |
Bars Traded | 4195 | 2259 | 1936 | 4195 | 2259 | 1936 |
Profit Streak | 58.4409 | 0 | 372.9409 | 58.4409 | 0 | 372.9409 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759375 | -267830 | -578354 | -182451 | -603222 | 555173 |
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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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