Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -388399.8059 | 187889.0253 | -576288.8313 | 4870809.5754 | 985264.1064 | 3885545.469 |
Total P&L (%) | -388.3998 | 187.889 | -576.2888 | 4870.8096 | 985.2641 | 3885.5455 |
Avg Daily Profit (%) | -0.1554 | 0.0752 | -0.2305 | 0.1564 | 0.0954 | 0.1475 |
Buy And Hold Return (%) | 390.0289 | 390.0289 | 390.0289 | 390.0289 | 390.0289 | 390.0289 |
Max Trade Drawdown | -688577 | -85938 | -682548 | -2851873 | -1867417 | -3057832 |
Profit Factor | 0.6635 | 1.7489 | 0.3621 | 1.6343 | 1.2769 | 1.9429 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 19 | 21 | 34 | 17 | 17 |
Losing Trades | 26 | 14 | 12 | 32 | 16 | 16 |
Profitability (%) | 60.6061 | 57.5758 | 63.6364 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.4313 | 1.2886 | 0.2069 | 1.5381 | 1.2018 | 1.8286 |
Largest Winning Trade | 64877 | 64877 | 28943 | 4861426 | 1668093 | 4861426 |
Largest Losing Trade | -414417 | -36880 | -414417 | -1813787 | -1285446 | -1813787 |
Avg Bars in Trades | 72 | 53 | 91 | 72 | 53 | 91 |
Avg Bars in Winners | 62 | 46 | 75 | 85 | 62 | 108 |
Avg Bars in Losers | 88 | 62 | 119 | 58 | 43 | 73 |
Bars Traded | 4790 | 1770 | 3020 | 4790 | 1770 | 3020 |
Profit Streak | 186.0332 | 186.0332 | 251.5332 | 186.0332 | 186.0332 | 352.5332 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706545 | -254627 | -577682 | -116186 | -67991 | 342967 |
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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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