Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -910780.1227 | -47713.4194 | -863066.7033 | 163112.7209 | -3118594.4543 | 3281707.1752 |
Total P&L (%) | -910.7801 | -47.7134 | -863.0667 | 163.1127 | -3118.5945 | 3281.7072 |
Avg Daily Profit (%) | -0.4842 | -0.0254 | -0.4588 | 0.0514 | 0 | 0.1874 |
Buy And Hold Return (%) | 287.6427 | 287.6427 | 287.6427 | 287.6427 | 287.6427 | 287.6427 |
Max Trade Drawdown | -1049286 | -156877 | -920486 | -4236020 | -3819372 | -1319610 |
Profit Factor | 0.3293 | 0.8162 | 0.2143 | 1.0233 | 0.2885 | 2.256 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 66.6667 | 60.7143 | 72.4138 | 66.6667 | 60.7143 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.1647 | 0.5281 | 0.0816 | 0.5117 | 0.1867 | 0.8594 |
Largest Winning Trade | 68291 | 68291 | 22288 | 3274471 | 284250 | 3274471 |
Largest Losing Trade | -585249 | -61288 | -585249 | -2697713 | -2697713 | -1195859 |
Avg Bars in Trades | 124 | 150 | 100 | 124 | 150 | 100 |
Avg Bars in Winners | 59 | 72 | 49 | 74 | 87 | 64 |
Avg Bars in Losers | 255 | 270 | 235 | 225 | 247 | 195 |
Bars Traded | 7121 | 4205 | 2916 | 7121 | 4205 | 2916 |
Profit Streak | 126.4725 | 163.7225 | 126.4725 | 126.4725 | 163.7225 | 126.4725 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756664 | -599090 | -576576 | -662424 | -599090 | 491324 |
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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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