Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -533499.2925 | -1167.5397 | -532331.7528 | 3592726.0123 | 1470546.4802 | 2122179.5321 |
Total P&L (%) | -533.4993 | -1.1675 | -532.3318 | 3592.726 | 1470.5465 | 2122.1795 |
Avg Daily Profit (%) | -0.2939 | -0.0006 | -0.2932 | 0.199 | 0.1518 | 0.171 |
Buy And Hold Return (%) | 695.6635 | 695.6635 | 695.6635 | 695.6635 | 695.6635 | 695.6635 |
Max Trade Drawdown | -751803 | -71513 | -690870 | -1484160 | -290173 | -1740323 |
Profit Factor | 0.4461 | 0.9916 | 0.3544 | 2.1349 | 2.6568 | 1.9315 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 53 | 24 | 29 | 41 | 22 | 19 |
Losing Trades | 16 | 11 | 5 | 28 | 13 | 15 |
Profitability (%) | 76.8116 | 68.5714 | 85.2941 | 59.4203 | 62.8571 | 55.8824 |
Ratio Avg Win / Avg Loss | 0.1347 | 0.4545 | 0.0611 | 1.458 | 1.5699 | 1.5249 |
Largest Winning Trade | 23900 | 13777 | 23900 | 1830193 | 797567 | 1830193 |
Largest Losing Trade | -508327 | -63457 | -508327 | -1155442 | -286245 | -1155442 |
Avg Bars in Trades | 129 | 56 | 205 | 129 | 56 | 205 |
Avg Bars in Winners | 79 | 27 | 121 | 124 | 64 | 193 |
Avg Bars in Losers | 298 | 119 | 691 | 138 | 43 | 220 |
Bars Traded | 8964 | 1974 | 6990 | 8964 | 1974 | 6990 |
Profit Streak | 176.2418 | 176.2418 | 311.0752 | 176.2418 | 176.2418 | 311.0752 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681918 | -577410 | -575003 | -93640 | 330858 | 378892 |
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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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