Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -583264.4525 | 32090.1217 | -615354.5742 | 6205350.6085 | 790434.0222 | 5414916.5863 |
Total P&L (%) | -583.2645 | 32.0901 | -615.3546 | 6205.3506 | 790.434 | 5414.9166 |
Avg Daily Profit (%) | -0.3656 | 0.0201 | -0.3857 | 0.2601 | 0.1372 | 0.2517 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -730089 | -40442 | -717740 | -991661 | -991661 | -316599 |
Profit Factor | 0.4759 | 1.2369 | 0.3705 | 4.196 | 1.5158 | 14.2327 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 20 | 17 | 29 | 14 | 15 |
Losing Trades | 24 | 11 | 13 | 32 | 17 | 15 |
Profitability (%) | 60.6557 | 64.5161 | 56.6667 | 47.541 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 0.3087 | 0.6803 | 0.2833 | 4.63 | 1.8406 | 14.2327 |
Largest Winning Trade | 61799 | 24508 | 61799 | 1903987 | 1101711 | 1903987 |
Largest Losing Trade | -679211 | -31658 | -679211 | -991661 | -991661 | -121339 |
Avg Bars in Trades | 72 | 17 | 128 | 72 | 17 | 128 |
Avg Bars in Winners | 62 | 11 | 122 | 87 | 17 | 153 |
Avg Bars in Losers | 87 | 28 | 136 | 58 | 17 | 103 |
Bars Traded | 4400 | 548 | 3852 | 4400 | 548 | 3852 |
Profit Streak | 201.3881 | 201.3881 | 442.0547 | 201.3881 | 201.3881 | 442.0547 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744009 | -167783 | -578604 | -149812 | -7672 | 659401 |
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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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