Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -520900.9396 | 359835.6087 | -880736.5482 | 8362707.091 | 4227583.6284 | 4135123.4626 |
Total P&L (%) | -520.9009 | 359.8356 | -880.7365 | 8362.7071 | 4227.5836 | 4135.1235 |
Avg Daily Profit (%) | -0.2874 | 0.1985 | -0.4859 | 0.2451 | 0.2081 | 0.2069 |
Buy And Hold Return (%) | 605.1352 | 605.1352 | 605.1352 | 605.1352 | 605.1352 | 605.1352 |
Max Trade Drawdown | -1020054 | -100784 | -1018222 | -8387667 | -6304536 | -3865918 |
Profit Factor | 0.629 | 2.5553 | 0.249 | 1.3856 | 1.3242 | 1.478 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 23 | 22 | 43 | 20 | 23 |
Losing Trades | 23 | 11 | 12 | 25 | 14 | 11 |
Profitability (%) | 66.1765 | 67.6471 | 64.7059 | 63.2353 | 58.8235 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.3215 | 1.2221 | 0.1358 | 0.8056 | 0.927 | 0.7069 |
Largest Winning Trade | 349761 | 349761 | 40723 | 6469973 | 6469973 | 2696028 |
Largest Losing Trade | -722881 | -74099 | -722881 | -5820432 | -5820432 | -3800266 |
Avg Bars in Trades | 307 | 341 | 273 | 307 | 341 | 273 |
Avg Bars in Winners | 194 | 203 | 185 | 229 | 249 | 211 |
Avg Bars in Losers | 529 | 631 | 435 | 443 | 473 | 404 |
Bars Traded | 20931 | 11619 | 9312 | 20931 | 11619 | 9312 |
Profit Streak | 19.1991 | 149.2824 | 19.1991 | 19.1991 | 149.2824 | 19.1991 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690709 | -150725 | -578330 | -102948 | 331276 | 371499 |
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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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