Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -396288.4645 | 95280.4272 | -491568.8917 | 2437469.0545 | -1956615.9429 | 4394084.9975 |
Total P&L (%) | -396.2885 | 95.2804 | -491.5689 | 2437.4691 | -1956.6159 | 4394.085 |
Avg Daily Profit (%) | -0.4485 | 0.1078 | -0.5563 | 0.3666 | 0 | 0.4316 |
Buy And Hold Return (%) | 418.631 | 418.631 | 418.631 | 418.631 | 418.631 | 418.631 |
Max Trade Drawdown | -527774 | -44135 | -572455 | -3732676 | -2983695 | -2547764 |
Profit Factor | 0.536 | 2.1658 | 0.3636 | 1.2572 | 0.4391 | 1.7336 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 19 | 22 | 33 | 15 | 18 |
Losing Trades | 27 | 15 | 12 | 35 | 19 | 16 |
Profitability (%) | 60.2941 | 55.8824 | 64.7059 | 48.5294 | 44.1176 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.353 | 1.7098 | 0.1983 | 1.3334 | 0.5562 | 1.541 |
Largest Winning Trade | 37419 | 36733 | 37419 | 7552995 | 440176 | 7552995 |
Largest Losing Trade | -364181 | -19900 | -364181 | -2122814 | -1014209 | -2122814 |
Avg Bars in Trades | 37 | 10 | 63 | 37 | 10 | 63 |
Avg Bars in Winners | 26 | 11 | 40 | 36 | 10 | 59 |
Avg Bars in Losers | 52 | 8 | 107 | 37 | 9 | 69 |
Bars Traded | 2518 | 345 | 2173 | 2518 | 345 | 2173 |
Profit Streak | 41.5606 | 107.2273 | 41.5606 | 41.5606 | 107.2273 | 41.5606 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691403 | -208283 | -577901 | -104310 | -581413 | 527554 |
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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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