Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -916335.1253 | 23789.311 | -940124.4362 | 4970010.031 | -1155425.7107 | 6125435.7417 |
Total P&L (%) | -916.3351 | 23.7893 | -940.1244 | 4970.01 | -1155.4257 | 6125.4357 |
Avg Daily Profit (%) | -0.4761 | 0.0124 | -0.4885 | 0.2042 | 0 | 0.2149 |
Buy And Hold Return (%) | 56.2799 | 56.2799 | 56.2799 | 56.2799 | 56.2799 | 56.2799 |
Max Trade Drawdown | -1086410 | -50071 | -183759 | -8016493 | -2536646 | -5411022 |
Profit Factor | 0.3706 | 1.145 | 0.2722 | 1.3501 | 0.8036 | 1.737 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 44 | 20 | 24 | 30 | 17 | 13 |
Losing Trades | 23 | 14 | 9 | 37 | 17 | 20 |
Profitability (%) | 65.6716 | 58.8235 | 72.7273 | 44.7761 | 50 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.1937 | 0.8015 | 0.1021 | 1.6652 | 0.8036 | 2.6723 |
Largest Winning Trade | 38001 | 23064 | 38001 | 7984867 | 917198 | 7984867 |
Largest Losing Trade | -1047310 | -36939 | -1047310 | -1212220 | -1212220 | -1120603 |
Avg Bars in Trades | 82 | 50 | 116 | 82 | 50 | 116 |
Avg Bars in Winners | 49 | 29 | 66 | 105 | 69 | 152 |
Avg Bars in Losers | 146 | 79 | 250 | 64 | 31 | 93 |
Bars Traded | 5554 | 1707 | 3847 | 5554 | 1707 | 3847 |
Profit Streak | 194.2031 | 194.2031 | 260.8698 | 194.2031 | 194.2031 | 407.5365 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698255 | -402280 | -576460 | -112243 | -579409 | 313353 |
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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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