Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -656060.0733 | 35359.5401 | -691419.6134 | 9288432.3406 | 872375.1597 | 8416057.1809 |
Total P&L (%) | -656.0601 | 35.3595 | -691.4196 | 9288.4323 | 872.3752 | 8416.0572 |
Avg Daily Profit (%) | -0.3615 | 0.0195 | -0.3809 | 0.2506 | 0.1254 | 0.2452 |
Buy And Hold Return (%) | 561.0427 | 561.0427 | 561.0427 | 561.0427 | 561.0427 | 561.0427 |
Max Trade Drawdown | -725590 | -27439 | -761363 | -11112567 | -2251031 | -10927011 |
Profit Factor | 0.4542 | 1.3247 | 0.3675 | 1.496 | 1.2579 | 1.5485 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 44 | 18 | 26 | 34 | 18 | 16 |
Losing Trades | 29 | 19 | 10 | 39 | 19 | 20 |
Profitability (%) | 60.274 | 48.6486 | 72.2222 | 46.5753 | 48.6486 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.2994 | 1.3983 | 0.1413 | 1.716 | 1.3278 | 1.9357 |
Largest Winning Trade | 58114 | 25142 | 58114 | 11449748 | 1173818 | 11449748 |
Largest Losing Trade | -535716 | -19732 | -535716 | -10927011 | -1011345 | -10927011 |
Avg Bars in Trades | 122 | 21 | 226 | 122 | 21 | 226 |
Avg Bars in Winners | 95 | 20 | 146 | 109 | 18 | 211 |
Avg Bars in Losers | 164 | 22 | 433 | 134 | 24 | 238 |
Bars Traded | 8945 | 794 | 8151 | 8945 | 794 | 8151 |
Profit Streak | 94.0724 | 174.2391 | 94.0724 | 94.0724 | 174.2391 | 94.0724 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654086 | -331646 | -577340 | -65387 | -34493 | 343231 |
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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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