Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1138538.0055 | 39831.9946 | -1178370.0002 | 1692613.6459 | -4311494.3548 | 6004108.0007 |
Total P&L (%) | -1138.538 | 39.832 | -1178.37 | 1692.6136 | -4311.4944 | 6004.108 |
Avg Daily Profit (%) | -0.6058 | 0.0212 | -0.627 | 0.1537 | 0 | 0.219 |
Buy And Hold Return (%) | 242.6497 | 242.6497 | 242.6497 | 242.6497 | 242.6497 | 242.6497 |
Max Trade Drawdown | -1375299 | -126409 | -1307693 | -7566834 | -7248071 | -2762811 |
Profit Factor | 0.3552 | 1.1501 | 0.2145 | 1.1048 | 0.5491 | 1.911 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 25 | 28 | 53 | 24 | 29 |
Losing Trades | 19 | 11 | 8 | 19 | 12 | 7 |
Profitability (%) | 73.6111 | 69.4444 | 77.7778 | 73.6111 | 66.6667 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.1273 | 0.506 | 0.0613 | 0.3961 | 0.2746 | 0.4613 |
Largest Winning Trade | 33972 | 33972 | 26780 | 5273232 | 739230 | 5273232 |
Largest Losing Trade | -1029768 | -58775 | -1029768 | -4852405 | -4852405 | -2448385 |
Avg Bars in Trades | 152 | 179 | 125 | 152 | 179 | 125 |
Avg Bars in Winners | 69 | 82 | 57 | 83 | 90 | 76 |
Avg Bars in Losers | 385 | 398 | 366 | 346 | 356 | 329 |
Bars Traded | 10981 | 6449 | 4532 | 10981 | 6449 | 4532 |
Profit Streak | 79.9755 | 79.9755 | 121.8089 | 79.9755 | 79.9755 | 121.8089 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659662 | -383528 | -575792 | -178189 | -577251 | 517610 |
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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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