Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -739129.6764 | 131481.0007 | -870610.6772 | 9192414.0787 | 4805354.7837 | 4387059.295 |
Total P&L (%) | -739.1297 | 131.481 | -870.6107 | 9192.4141 | 4805.3548 | 4387.0593 |
Avg Daily Profit (%) | -0.3261 | 0.058 | -0.3841 | 0.2001 | 0.1719 | 0.168 |
Buy And Hold Return (%) | 377.2573 | 377.2573 | 377.2573 | 377.2573 | 377.2573 | 377.2573 |
Max Trade Drawdown | -1065782 | -40188 | -1066497 | -3688725 | -1326563 | -3806912 |
Profit Factor | 0.4626 | 1.9677 | 0.2977 | 1.7678 | 2.4349 | 1.5088 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 22 | 22 | 46 | 22 | 24 |
Losing Trades | 38 | 19 | 19 | 36 | 19 | 17 |
Profitability (%) | 53.6585 | 53.6585 | 53.6585 | 56.0976 | 53.6585 | 58.5366 |
Ratio Avg Win / Avg Loss | 0.3995 | 1.6994 | 0.2571 | 1.3835 | 2.1028 | 1.0687 |
Largest Winning Trade | 51106 | 29943 | 51106 | 2254911 | 1637291 | 2254911 |
Largest Losing Trade | -664448 | -31018 | -664448 | -3348705 | -1009347 | -3348705 |
Avg Bars in Trades | 76 | 27 | 125 | 76 | 27 | 125 |
Avg Bars in Winners | 63 | 23 | 104 | 77 | 23 | 127 |
Avg Bars in Losers | 91 | 33 | 150 | 75 | 33 | 123 |
Bars Traded | 6288 | 1144 | 5144 | 6288 | 1144 | 5144 |
Profit Streak | 233.8155 | 240.1488 | 233.8155 | 233.8155 | 240.1488 | 233.8155 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587631 | -275339 | -578912 | 134747 | 525684 | 418351 |
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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) |
---|