Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -297136.6615 | 83607.5152 | -380744.1767 | 2551587.7676 | 1055160.1137 | 1496427.654 |
Total P&L (%) | -297.1367 | 83.6075 | -380.7442 | 2551.5878 | 1055.1601 | 1496.4277 |
Avg Daily Profit (%) | -0.3357 | 0.0945 | -0.4302 | 0.3711 | 0.2769 | 0.3135 |
Buy And Hold Return (%) | 421.0078 | 421.0078 | 421.0078 | 421.0078 | 421.0078 | 421.0078 |
Max Trade Drawdown | -502658 | -8459 | -513406 | -584302 | -41151 | -584302 |
Profit Factor | 0.5068 | 7.6991 | 0.3547 | 3.1672 | 22.9244 | 2.3252 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 58 | 27 | 31 | 50 | 24 | 26 |
Losing Trades | 10 | 7 | 3 | 18 | 10 | 8 |
Profitability (%) | 85.2941 | 79.4118 | 91.1765 | 73.5294 | 70.5882 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.0874 | 1.9961 | 0.0343 | 1.1402 | 9.5518 | 0.7154 |
Largest Winning Trade | 33162 | 15621 | 33162 | 1276715 | 420465 | 1276715 |
Largest Losing Trade | -402713 | -4404 | -402713 | -584302 | -14013 | -584302 |
Avg Bars in Trades | 31 | 4 | 59 | 31 | 4 | 59 |
Avg Bars in Winners | 14 | 3 | 23 | 21 | 4 | 37 |
Avg Bars in Losers | 134 | 8 | 430 | 60 | 4 | 131 |
Bars Traded | 2167 | 147 | 2020 | 2167 | 147 | 2020 |
Profit Streak | 103.904 | 422.904 | 0 | 103.904 | 460.904 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -689313 | -218347 | -575819 | -96073 | 649064 | 412339 |
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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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