Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -522935.9561 | 31152.3419 | -554088.298 | 2144112.7016 | 1109150.0128 | 1034962.6887 |
Total P&L (%) | -522.936 | 31.1523 | -554.0883 | 2144.1127 | 1109.15 | 1034.9627 |
Avg Daily Profit (%) | -0.5921 | 0.0353 | -0.6274 | 0.3529 | 0.2826 | 0.2754 |
Buy And Hold Return (%) | 205.4146 | 205.4146 | 205.4146 | 205.4146 | 205.4146 | 205.4146 |
Max Trade Drawdown | -695080 | -57068 | -666796 | -2252055 | -189287 | -2062767 |
Profit Factor | 0.4192 | 1.3281 | 0.312 | 1.6039 | 3.4733 | 1.3336 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 43 | 18 | 25 | 39 | 19 | 20 |
Losing Trades | 24 | 16 | 8 | 28 | 15 | 13 |
Profitability (%) | 64.1791 | 52.9412 | 75.7576 | 58.209 | 55.8824 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.234 | 1.1805 | 0.0999 | 1.1515 | 2.7421 | 0.8669 |
Largest Winning Trade | 39424 | 14752 | 39424 | 1909849 | 292523 | 1909849 |
Largest Losing Trade | -375735 | -14567 | -375735 | -2000262 | -124112 | -2000262 |
Avg Bars in Trades | 76 | 15 | 140 | 76 | 15 | 140 |
Avg Bars in Winners | 47 | 15 | 71 | 69 | 14 | 121 |
Avg Bars in Losers | 128 | 16 | 354 | 87 | 17 | 168 |
Bars Traded | 5152 | 530 | 4622 | 5152 | 530 | 4622 |
Profit Streak | 57.6847 | 118.518 | 57.6847 | 57.6847 | 118.518 | 57.6847 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698421 | -309304 | -576484 | -107148 | 601039 | 299769 |
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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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