Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -368571.9682 | 38713.5767 | -407285.5449 | 3746089.7849 | 575665.963 | 3170423.8218 |
Total P&L (%) | -368.572 | 38.7136 | -407.2855 | 3746.0898 | 575.666 | 3170.4238 |
Avg Daily Profit (%) | -0.2004 | 0.021 | -0.2214 | 0.1986 | 0.1039 | 0.1898 |
Buy And Hold Return (%) | 817.5548 | 817.5548 | 817.5548 | 817.5548 | 817.5548 | 817.5548 |
Max Trade Drawdown | -541933 | -62047 | -528865 | -1185645 | -604217 | -1422092 |
Profit Factor | 0.5392 | 1.2964 | 0.3915 | 2.1501 | 1.4133 | 2.7006 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 46 | 20 | 26 | 30 | 16 | 14 |
Losing Trades | 15 | 11 | 4 | 31 | 15 | 16 |
Profitability (%) | 75.4098 | 64.5161 | 86.6667 | 49.1803 | 51.6129 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.1758 | 0.713 | 0.0602 | 2.2218 | 1.325 | 3.0864 |
Largest Winning Trade | 33002 | 33002 | 23824 | 2599017 | 469649 | 2599017 |
Largest Losing Trade | -380906 | -62047 | -380906 | -772184 | -391232 | -772184 |
Avg Bars in Trades | 49 | 31 | 67 | 49 | 31 | 67 |
Avg Bars in Winners | 25 | 14 | 33 | 45 | 35 | 57 |
Avg Bars in Losers | 122 | 64 | 283 | 52 | 28 | 75 |
Bars Traded | 2996 | 986 | 2010 | 2996 | 986 | 2010 |
Profit Streak | 194.1127 | 194.1127 | 244.1127 | 194.1127 | 194.1127 | 244.1127 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742098 | -329310 | -575316 | -154521 | -217693 | 374397 |
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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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