Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -502571.1981 | 16364.5562 | -518935.7543 | 2971631.3611 | -656280.5029 | 3627911.8639 |
Total P&L (%) | -502.5712 | 16.3646 | -518.9358 | 2971.6314 | -656.2805 | 3627.9119 |
Avg Daily Profit (%) | -0.2774 | 0.009 | -0.2864 | 0.1892 | 0 | 0.1999 |
Buy And Hold Return (%) | 460.4298 | 460.4298 | 460.4298 | 460.4298 | 460.4298 | 460.4298 |
Max Trade Drawdown | -626735 | -28345 | -638891 | -2788405 | -1093012 | -2609578 |
Profit Factor | 0.5259 | 1.1287 | 0.4438 | 1.4938 | 0.6041 | 1.8319 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 51 | 23 | 28 | 41 | 23 | 18 |
Losing Trades | 36 | 21 | 15 | 46 | 21 | 25 |
Profitability (%) | 58.6207 | 52.2727 | 65.1163 | 47.1264 | 52.2727 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.3712 | 1.0306 | 0.2378 | 1.6759 | 0.5516 | 2.5444 |
Largest Winning Trade | 59928 | 31389 | 59928 | 4367119 | 218973 | 4367119 |
Largest Losing Trade | -407795 | -18348 | -407795 | -2041742 | -544173 | -2041742 |
Avg Bars in Trades | 72 | 11 | 134 | 72 | 11 | 134 |
Avg Bars in Winners | 55 | 10 | 92 | 75 | 11 | 157 |
Avg Bars in Losers | 97 | 13 | 213 | 70 | 13 | 118 |
Bars Traded | 6317 | 527 | 5790 | 6317 | 527 | 5790 |
Profit Streak | 91.1064 | 202.1064 | 91.1064 | 91.1064 | 202.1064 | 91.1064 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578067 | -423456 | -578208 | 375684 | -578786 | 322451 |
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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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