Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -727005.2322 | 51367.519 | -778372.7513 | 1207760.794 | -2056191.9561 | 3263952.7501 |
Total P&L (%) | -727.0052 | 51.3675 | -778.3728 | 1207.7608 | -2056.192 | 3263.9528 |
Avg Daily Profit (%) | -0.3854 | 0.0272 | -0.4126 | 0.1364 | 0 | 0.1866 |
Buy And Hold Return (%) | 280.8622 | 280.8622 | 280.8622 | 280.8622 | 280.8622 | 280.8622 |
Max Trade Drawdown | -854582 | -118641 | -864430 | -3086360 | -3150888 | -1642450 |
Profit Factor | 0.3349 | 1.3674 | 0.1834 | 1.2044 | 0.48 | 2.6711 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 60 | 32 | 28 | 52 | 27 | 25 |
Losing Trades | 9 | 3 | 6 | 17 | 8 | 9 |
Profitability (%) | 86.9565 | 91.4286 | 82.3529 | 75.3623 | 77.1429 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.0502 | 0.1282 | 0.0393 | 0.3938 | 0.1422 | 0.9616 |
Largest Winning Trade | 31402 | 31402 | 29269 | 4175558 | 515015 | 4175558 |
Largest Losing Trade | -722496 | -76120 | -722496 | -2726688 | -2726688 | -932983 |
Avg Bars in Trades | 76 | 83 | 69 | 76 | 83 | 69 |
Avg Bars in Winners | 24 | 25 | 24 | 28 | 21 | 37 |
Avg Bars in Losers | 420 | 707 | 276 | 221 | 293 | 158 |
Bars Traded | 5270 | 2922 | 2348 | 5270 | 2922 | 2348 |
Profit Streak | 67.8639 | 351.8639 | 67.8639 | 67.8639 | 351.8639 | 67.8639 |
Trades During Streak | 17 | 16 | 8 | 17 | 16 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -680443 | -316888 | -575069 | -115609 | -575701 | 535724 |
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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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