Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -571748.1855 | 34444.6703 | -606192.8558 | 3421136.4212 | 751570.658 | 2669565.7632 |
Total P&L (%) | -571.7482 | 34.4447 | -606.1929 | 3421.1364 | 751.5707 | 2669.5658 |
Avg Daily Profit (%) | -0.3147 | 0.019 | -0.3337 | 0.1962 | 0.118 | 0.183 |
Buy And Hold Return (%) | 564.186 | 564.186 | 564.186 | 564.186 | 564.186 | 564.186 |
Max Trade Drawdown | -644688 | -21407 | -675486 | -3933018 | -401693 | -3923404 |
Profit Factor | 0.4619 | 1.3643 | 0.3737 | 1.3868 | 1.463 | 1.3697 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 49 | 23 | 26 | 41 | 19 | 22 |
Losing Trades | 32 | 18 | 14 | 40 | 22 | 18 |
Profitability (%) | 60.4938 | 56.0976 | 65 | 50.6173 | 46.3415 | 55 |
Ratio Avg Win / Avg Loss | 0.3016 | 1.0677 | 0.2012 | 1.353 | 1.694 | 1.1207 |
Largest Winning Trade | 60159 | 26202 | 60159 | 5240594 | 360299 | 5240594 |
Largest Losing Trade | -587396 | -21407 | -587396 | -3923404 | -282252 | -3923404 |
Avg Bars in Trades | 110 | 20 | 202 | 110 | 20 | 202 |
Avg Bars in Winners | 68 | 16 | 114 | 121 | 20 | 209 |
Avg Bars in Losers | 175 | 26 | 365 | 98 | 21 | 193 |
Bars Traded | 8954 | 855 | 8099 | 8954 | 855 | 8099 |
Profit Streak | 205.4113 | 205.4113 | 259.2446 | 205.4113 | 205.4113 | 259.2446 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594032 | -330747 | -577453 | -6816 | -95482 | 318896 |
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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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