Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -367560.6745 | 33932.4996 | -401493.1741 | 3008176.3814 | 505583.6156 | 2502592.7658 |
Total P&L (%) | -367.5607 | 33.9325 | -401.4932 | 3008.1764 | 505.5836 | 2502.5928 |
Avg Daily Profit (%) | -0.2013 | 0.0186 | -0.2199 | 0.1884 | 0.0987 | 0.1786 |
Buy And Hold Return (%) | 712.896 | 712.896 | 712.896 | 712.896 | 712.896 | 712.896 |
Max Trade Drawdown | -456204 | -18991 | -460153 | -1066817 | -227865 | -910480 |
Profit Factor | 0.5053 | 1.7702 | 0.4256 | 2.1581 | 2.0082 | 2.1939 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 19 | 18 | 35 | 18 | 17 |
Losing Trades | 30 | 15 | 15 | 32 | 16 | 16 |
Profitability (%) | 55.2239 | 55.8824 | 54.5455 | 52.2388 | 52.9412 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.4097 | 1.3975 | 0.3547 | 1.9731 | 1.7851 | 2.0649 |
Largest Winning Trade | 50463 | 11098 | 50463 | 2223008 | 286118 | 2223008 |
Largest Losing Trade | -308251 | -12764 | -308251 | -402867 | -160704 | -402867 |
Avg Bars in Trades | 242 | 12 | 478 | 242 | 12 | 478 |
Avg Bars in Winners | 183 | 14 | 362 | 168 | 10 | 334 |
Avg Bars in Losers | 315 | 11 | 619 | 323 | 15 | 632 |
Bars Traded | 16239 | 433 | 15806 | 16239 | 433 | 15806 |
Profit Streak | 232.4908 | 406.7408 | 232.4908 | 232.4908 | 406.7408 | 232.4908 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699745 | -329576 | -579622 | -109337 | -221178 | 364839 |
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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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