Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -965869.7574 | -1367.3963 | -964502.3611 | 1791490.5709 | 25491.8266 | 1765998.7443 |
Total P&L (%) | -965.8698 | -1.3674 | -964.5024 | 1791.4906 | 25.4918 | 1765.9987 |
Avg Daily Profit (%) | -0.5142 | -0.0007 | -0.5135 | 0.1566 | 0.0121 | 0.1559 |
Buy And Hold Return (%) | 261.8263 | 261.8263 | 261.8263 | 261.8263 | 261.8263 | 261.8263 |
Max Trade Drawdown | -1107014 | -43855 | -1101448 | -1326298 | -577210 | -1301986 |
Profit Factor | 0.3069 | 0.9897 | 0.2347 | 1.3157 | 1.014 | 1.4578 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 18 | 23 | 43 | 19 | 24 |
Losing Trades | 27 | 16 | 11 | 25 | 15 | 10 |
Profitability (%) | 60.2941 | 52.9412 | 67.6471 | 63.2353 | 55.8824 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.2021 | 0.8798 | 0.1123 | 0.7649 | 0.8005 | 0.6074 |
Largest Winning Trade | 46062 | 20819 | 46062 | 1527631 | 252899 | 1527631 |
Largest Losing Trade | -853961 | -20058 | -853961 | -1143439 | -334062 | -1143439 |
Avg Bars in Trades | 76 | 29 | 124 | 76 | 29 | 124 |
Avg Bars in Winners | 38 | 21 | 52 | 54 | 21 | 81 |
Avg Bars in Losers | 134 | 38 | 275 | 115 | 39 | 228 |
Bars Traded | 5231 | 998 | 4233 | 5231 | 998 | 4233 |
Profit Streak | 89.7271 | 90.3938 | 0 | 89.7271 | 90.3938 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692384 | -579577 | -578507 | -105150 | -547644 | 342864 |
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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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