Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -549391.1881 | 26060.7166 | -575451.9048 | 24429046.3422 | 6149723.5553 | 18279322.7869 |
Total P&L (%) | -549.3912 | 26.0607 | -575.4519 | 24429.0463 | 6149.7236 | 18279.3228 |
Avg Daily Profit (%) | -0.3041 | 0.0144 | -0.3185 | 0.3051 | 0.2292 | 0.289 |
Buy And Hold Return (%) | 401.7165 | 401.7165 | 401.7165 | 401.7165 | 401.7165 | 401.7165 |
Max Trade Drawdown | -776093 | -40571 | -741875 | -6909839 | -961440 | -6578419 |
Profit Factor | 0.4925 | 1.419 | 0.436 | 2.1879 | 4.625 | 1.9688 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 45 | 20 | 25 | 37 | 23 | 14 |
Losing Trades | 22 | 14 | 8 | 30 | 11 | 19 |
Profitability (%) | 67.1642 | 58.8235 | 75.7576 | 55.2239 | 67.6471 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.2408 | 0.9933 | 0.1395 | 1.7739 | 2.2119 | 2.6719 |
Largest Winning Trade | 49061 | 12679 | 49061 | 11868449 | 1580488 | 11868449 |
Largest Losing Trade | -472049 | -12063 | -472049 | -5136276 | -961440 | -5136276 |
Avg Bars in Trades | 134 | 3 | 269 | 134 | 3 | 269 |
Avg Bars in Winners | 72 | 2 | 129 | 103 | 4 | 265 |
Avg Bars in Losers | 261 | 6 | 707 | 173 | 3 | 272 |
Bars Traded | 9025 | 133 | 8892 | 9025 | 133 | 8892 |
Profit Streak | 118.1127 | 234.6127 | 0 | 118.1127 | 234.6127 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698988 | -337445 | -577463 | -106659 | 709561 | 344435 |
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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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