Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -430956.3191 | 35016.7977 | -465973.1167 | 3602252.1815 | 311032.273 | 3291219.9085 |
Total P&L (%) | -430.9563 | 35.0168 | -465.9731 | 3602.2522 | 311.0323 | 3291.2199 |
Avg Daily Profit (%) | -0.2363 | 0.0192 | -0.2555 | 0.1982 | 0.0775 | 0.1934 |
Buy And Hold Return (%) | 869.7861 | 869.7861 | 869.7861 | 869.7861 | 869.7861 | 869.7861 |
Max Trade Drawdown | -603000 | -62142 | -583025 | -1599613 | -688259 | -1936189 |
Profit Factor | 0.4951 | 1.2726 | 0.3573 | 1.808 | 1.167 | 2.2678 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 46 | 20 | 26 | 28 | 14 | 14 |
Losing Trades | 15 | 11 | 4 | 33 | 17 | 16 |
Profitability (%) | 75.4098 | 64.5161 | 86.6667 | 45.9016 | 45.1613 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.1614 | 0.6999 | 0.055 | 2.1309 | 1.4171 | 2.5918 |
Largest Winning Trade | 54936 | 54936 | 30826 | 3380214 | 682777 | 3380214 |
Largest Losing Trade | -422237 | -62142 | -422237 | -1074314 | -607686 | -1074314 |
Avg Bars in Trades | 73 | 42 | 105 | 73 | 42 | 105 |
Avg Bars in Winners | 39 | 16 | 56 | 72 | 52 | 92 |
Avg Bars in Losers | 179 | 88 | 428 | 74 | 33 | 117 |
Bars Traded | 4482 | 1309 | 3173 | 4482 | 1309 | 3173 |
Profit Streak | 0 | 0 | 228.5066 | 0 | 0 | 228.5066 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743483 | -332891 | -575315 | -158237 | -293917 | 342494 |
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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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