Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -451490.2323 | 72488.9725 | -523979.2047 | 2552989.6925 | -473574.9059 | 3026564.5984 |
Total P&L (%) | -451.4902 | 72.489 | -523.9792 | 2552.9897 | -473.5749 | 3026.5646 |
Avg Daily Profit (%) | -0.513 | 0.0824 | -0.5953 | 0.3732 | 0 | 0.3919 |
Buy And Hold Return (%) | 368.899 | 368.899 | 368.899 | 368.899 | 368.899 | 368.899 |
Max Trade Drawdown | -602850 | -51645 | -603046 | -2426777 | -1995574 | -2107182 |
Profit Factor | 0.4895 | 1.914 | 0.3491 | 1.3406 | 0.7995 | 1.5895 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 24 | 23 | 39 | 21 | 18 |
Losing Trades | 21 | 10 | 11 | 29 | 13 | 16 |
Profitability (%) | 69.1176 | 70.5882 | 67.6471 | 57.3529 | 61.7647 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.2187 | 0.7975 | 0.167 | 0.9968 | 0.4949 | 1.4129 |
Largest Winning Trade | 31458 | 31458 | 29886 | 5490710 | 661423 | 5490710 |
Largest Losing Trade | -391840 | -17405 | -391840 | -1314135 | -590848 | -1314135 |
Avg Bars in Trades | 71 | 32 | 109 | 71 | 32 | 109 |
Avg Bars in Winners | 36 | 32 | 40 | 56 | 27 | 90 |
Avg Bars in Losers | 148 | 33 | 253 | 90 | 41 | 130 |
Bars Traded | 4833 | 1114 | 3719 | 4833 | 1114 | 3719 |
Profit Streak | 21.3325 | 204.1659 | 0 | 21.3325 | 204.1659 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691248 | -243802 | -578507 | -103865 | -577807 | 428218 |
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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) |
---|