Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -556018.3642 | 25701.3723 | -581719.7364 | 12835569.9439 | 317103.4487 | 12518466.4952 |
Total P&L (%) | -556.0184 | 25.7014 | -581.7197 | 12835.5699 | 317.1034 | 12518.4665 |
Avg Daily Profit (%) | -0.3485 | 0.0161 | -0.3646 | 0.3052 | 0.0895 | 0.3036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -758181 | -51438 | -740933 | -1535313 | -1277326 | -1274460 |
Profit Factor | 0.4978 | 1.2343 | 0.4168 | 2.9417 | 1.0839 | 5.4205 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 13 | 21 | 32 | 16 | 16 |
Losing Trades | 33 | 21 | 12 | 35 | 18 | 17 |
Profitability (%) | 50.7463 | 38.2353 | 63.6364 | 47.7612 | 47.0588 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.4831 | 1.9939 | 0.2381 | 3.2175 | 1.2194 | 5.7593 |
Largest Winning Trade | 42900 | 30933 | 42900 | 4092273 | 1616983 | 4092273 |
Largest Losing Trade | -574753 | -16897 | -574753 | -560845 | -560845 | -480414 |
Avg Bars in Trades | 65 | 8 | 123 | 65 | 8 | 123 |
Avg Bars in Winners | 81 | 8 | 126 | 75 | 10 | 139 |
Avg Bars in Losers | 48 | 8 | 118 | 56 | 6 | 109 |
Bars Traded | 4378 | 292 | 4086 | 4378 | 292 | 4086 |
Profit Streak | 0 | 0 | 167.8587 | 0 | 0 | 167.8587 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -701681 | -178344 | -578454 | -107593 | -202510 | 611754 |
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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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