Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -962467.5181 | 2529.6059 | -964997.124 | 3306592.2209 | 595034.3191 | 2711557.9018 |
Total P&L (%) | -962.4675 | 2.5296 | -964.9971 | 3306.5922 | 595.0343 | 2711.5579 |
Avg Daily Profit (%) | -0.5194 | 0.0014 | -0.5208 | 0.1906 | 0.1047 | 0.1802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1111843 | -44276 | -152104 | -6152966 | -943050 | -5521241 |
Profit Factor | 0.3439 | 1.026 | 0.2955 | 1.2222 | 1.2243 | 1.2217 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 14 | 20 | 32 | 15 | 17 |
Losing Trades | 33 | 20 | 13 | 35 | 19 | 16 |
Profitability (%) | 50.7463 | 41.1765 | 60.6061 | 47.7612 | 44.1176 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.3338 | 1.4657 | 0.1921 | 1.3368 | 1.5507 | 1.1499 |
Largest Winning Trade | 72656 | 24058 | 72656 | 8632448 | 1016958 | 8632448 |
Largest Losing Trade | -1092514 | -25433 | -1092514 | -2845674 | -577823 | -2845674 |
Avg Bars in Trades | 107 | 12 | 205 | 107 | 12 | 205 |
Avg Bars in Winners | 111 | 12 | 180 | 116 | 12 | 208 |
Avg Bars in Losers | 102 | 11 | 243 | 98 | 11 | 201 |
Bars Traded | 7177 | 408 | 6769 | 7177 | 408 | 6769 |
Profit Streak | 0 | 0 | 261.6799 | 0 | 0 | 261.6799 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -701681 | -551841 | -578054 | -114582 | -54104 | 324705 |
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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) |
---|