Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -409965.9856 | 44010.6464 | -453976.632 | 4433921.3369 | 427777.2497 | 4006144.0873 |
Total P&L (%) | -409.966 | 44.0106 | -453.9766 | 4433.9213 | 427.7773 | 4006.1441 |
Avg Daily Profit (%) | -0.2248 | 0.0241 | -0.2489 | 0.2094 | 0.0913 | 0.2039 |
Buy And Hold Return (%) | 784.0655 | 784.0655 | 784.0655 | 784.0655 | 784.0655 | 784.0655 |
Max Trade Drawdown | -556010 | -63673 | -560896 | -2030538 | -707747 | -2144460 |
Profit Factor | 0.5175 | 1.3558 | 0.3746 | 1.9344 | 1.2381 | 2.3587 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 61 | 29 | 32 | 31 | 16 | 15 |
Losing Trades | 12 | 8 | 4 | 42 | 21 | 21 |
Profitability (%) | 83.5616 | 78.3784 | 88.8889 | 42.4658 | 43.2432 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.1018 | 0.374 | 0.0468 | 2.6208 | 1.625 | 3.3022 |
Largest Winning Trade | 34128 | 34128 | 22662 | 4132618 | 678600 | 4132618 |
Largest Losing Trade | -444924 | -63673 | -444924 | -902399 | -456659 | -902399 |
Avg Bars in Trades | 61 | 28 | 95 | 61 | 28 | 95 |
Avg Bars in Winners | 32 | 12 | 49 | 64 | 38 | 91 |
Avg Bars in Losers | 209 | 85 | 458 | 59 | 20 | 97 |
Bars Traded | 4478 | 1049 | 3429 | 4478 | 1049 | 3429 |
Profit Streak | 179.5555 | 179.5555 | 228.5555 | 179.5555 | 179.5555 | 228.5555 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651104 | -322330 | -574647 | -66874 | -237076 | 339857 |
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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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