Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -430063.5142 | 52034.0098 | -482097.524 | 6342422.2157 | 2178661.296 | 4163760.9197 |
Total P&L (%) | -430.0635 | 52.034 | -482.0975 | 6342.4222 | 2178.6613 | 4163.7609 |
Avg Daily Profit (%) | -0.2352 | 0.0285 | -0.2637 | 0.2281 | 0.1711 | 0.2055 |
Buy And Hold Return (%) | 899.0363 | 899.0363 | 899.0363 | 899.0363 | 899.0363 | 899.0363 |
Max Trade Drawdown | -638181 | -63931 | -613500 | -905179 | -194989 | -1040710 |
Profit Factor | 0.4885 | 1.6002 | 0.3607 | 4.2436 | 6.7559 | 3.6406 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 57 | 26 | 31 | 43 | 24 | 19 |
Losing Trades | 14 | 10 | 4 | 28 | 12 | 16 |
Profitability (%) | 80.2817 | 72.2222 | 88.5714 | 60.5634 | 66.6667 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.12 | 0.6155 | 0.0465 | 2.7633 | 3.378 | 3.0658 |
Largest Winning Trade | 22479 | 20270 | 22479 | 1822345 | 347144 | 1822345 |
Largest Losing Trade | -461283 | -62407 | -461283 | -563397 | -73808 | -563397 |
Avg Bars in Trades | 61 | 14 | 110 | 61 | 14 | 110 |
Avg Bars in Winners | 31 | 4 | 53 | 49 | 16 | 92 |
Avg Bars in Losers | 184 | 38 | 552 | 80 | 9 | 132 |
Bars Traded | 4385 | 505 | 3880 | 4385 | 505 | 3880 |
Profit Streak | 193.7502 | 193.7502 | 233.0836 | 193.7502 | 193.7502 | 233.0836 |
Trades During Streak | 4 | 2 | 11 | 4 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -666475 | -316255 | -574525 | -72726 | 563890 | 551077 |
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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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