Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -392859.0996 | 45415.9688 | -438275.0684 | 5663208.5319 | 1825403.2137 | 3837805.3182 |
Total P&L (%) | -392.8591 | 45.416 | -438.2751 | 5663.2085 | 1825.4032 | 3837.8053 |
Avg Daily Profit (%) | -0.2177 | 0.0252 | -0.2429 | 0.2249 | 0.1641 | 0.2038 |
Buy And Hold Return (%) | 825.0965 | 825.0965 | 825.0965 | 825.0965 | 825.0965 | 825.0965 |
Max Trade Drawdown | -778994 | -115164 | -702978 | -1741089 | -1174847 | -1754318 |
Profit Factor | 0.5693 | 1.3167 | 0.4298 | 2.6054 | 2.2383 | 2.869 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 56 | 26 | 30 | 56 | 25 | 31 |
Losing Trades | 17 | 11 | 6 | 17 | 12 | 5 |
Profitability (%) | 76.7123 | 70.2703 | 83.3333 | 76.7123 | 67.5676 | 86.1111 |
Ratio Avg Win / Avg Loss | 0.1728 | 0.5571 | 0.086 | 0.7909 | 1.0744 | 0.4627 |
Largest Winning Trade | 28211 | 20062 | 28211 | 1250930 | 619905 | 1250930 |
Largest Losing Trade | -353680 | -44314 | -353680 | -1496733 | -821925 | -1496733 |
Avg Bars in Trades | 87 | 23 | 152 | 87 | 23 | 152 |
Avg Bars in Winners | 35 | 7 | 59 | 57 | 7 | 97 |
Avg Bars in Losers | 256 | 59 | 617 | 184 | 55 | 496 |
Bars Traded | 6355 | 853 | 5502 | 6355 | 853 | 5502 |
Profit Streak | 3.4611 | 170.2111 | 0 | 3.4611 | 170.2111 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654031 | -322236 | -576567 | -62902 | 335578 | 489860 |
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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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