Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -365211.1663 | 32660.3409 | -397871.5073 | 2992018.7556 | 471989.387 | 2520029.3686 |
Total P&L (%) | -365.2112 | 32.6603 | -397.8715 | 2992.0188 | 471.9894 | 2520.0294 |
Avg Daily Profit (%) | -0.1998 | 0.0179 | -0.2176 | 0.1879 | 0.0954 | 0.1788 |
Buy And Hold Return (%) | 936.6981 | 936.6981 | 936.6981 | 936.6981 | 936.6981 | 936.6981 |
Max Trade Drawdown | -532099 | -63546 | -509274 | -1805728 | -699329 | -2300424 |
Profit Factor | 0.5357 | 1.2615 | 0.3987 | 1.6206 | 1.2778 | 1.8073 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 65 | 30 | 35 | 39 | 20 | 19 |
Losing Trades | 14 | 10 | 4 | 40 | 20 | 20 |
Profitability (%) | 82.2785 | 75 | 89.7436 | 49.3671 | 50 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.1154 | 0.4205 | 0.0456 | 1.6622 | 1.2778 | 1.9024 |
Largest Winning Trade | 30543 | 30543 | 20451 | 3499914 | 859353 | 3499914 |
Largest Losing Trade | -380254 | -59057 | -380254 | -1158765 | -464761 | -1158765 |
Avg Bars in Trades | 56 | 33 | 80 | 56 | 33 | 80 |
Avg Bars in Winners | 25 | 12 | 35 | 58 | 37 | 79 |
Avg Bars in Losers | 204 | 95 | 478 | 55 | 28 | 82 |
Bars Traded | 4490 | 1334 | 3156 | 4490 | 1334 | 3156 |
Profit Streak | 165.0835 | 165.0835 | 233.0835 | 165.0835 | 165.0835 | 233.0835 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606227 | -331961 | -574542 | -22020 | -230014 | 316775 |
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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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