Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -596593.1276 | 6955.5709 | -603548.6985 | 1950890.9547 | 553682.4986 | 1397208.4561 |
Total P&L (%) | -596.5931 | 6.9556 | -603.5487 | 1950.891 | 553.6825 | 1397.2085 |
Avg Daily Profit (%) | -0.6749 | 0.0079 | -0.6827 | 0.3423 | 0.2126 | 0.3066 |
Buy And Hold Return (%) | 209.8206 | 209.8206 | 209.8206 | 209.8206 | 209.8206 | 209.8206 |
Max Trade Drawdown | -722164 | -42361 | -702192 | -2911317 | -360216 | -2551100 |
Profit Factor | 0.3692 | 1.0724 | 0.2897 | 1.4216 | 1.8857 | 1.3491 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 38 | 17 | 21 | 38 | 18 | 20 |
Losing Trades | 21 | 13 | 8 | 21 | 12 | 9 |
Profitability (%) | 64.4068 | 56.6667 | 72.4138 | 64.4068 | 60 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.204 | 0.8201 | 0.1104 | 0.7856 | 1.2571 | 0.6071 |
Largest Winning Trade | 27205 | 15190 | 27205 | 2667376 | 405116 | 2667376 |
Largest Losing Trade | -404972 | -16676 | -404972 | -1780412 | -213783 | -1780412 |
Avg Bars in Trades | 58 | 9 | 108 | 58 | 9 | 108 |
Avg Bars in Winners | 34 | 9 | 55 | 50 | 9 | 87 |
Avg Bars in Losers | 100 | 10 | 246 | 71 | 10 | 152 |
Bars Traded | 3430 | 297 | 3133 | 3430 | 297 | 3133 |
Profit Streak | 58.9682 | 102.9682 | 58.9682 | 58.9682 | 102.9682 | 58.9682 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756896 | -488220 | -576949 | -167704 | 362302 | 389522 |
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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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