Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -673702.7633 | 23567.0881 | -697269.8514 | 8555097.8101 | 128071.231 | 8427026.5792 |
Total P&L (%) | -673.7028 | 23.5671 | -697.2699 | 8555.0978 | 128.0712 | 8427.0266 |
Avg Daily Profit (%) | -0.3698 | 0.0129 | -0.3827 | 0.2452 | 0.0453 | 0.2443 |
Buy And Hold Return (%) | 581.4523 | 581.4523 | 581.4523 | 581.4523 | 581.4523 | 581.4523 |
Max Trade Drawdown | -750576 | -36058 | -768034 | -8330611 | -2722796 | -8271192 |
Profit Factor | 0.4428 | 1.2007 | 0.3613 | 1.5358 | 1.037 | 1.6739 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 42 | 19 | 23 | 34 | 19 | 15 |
Losing Trades | 31 | 18 | 13 | 39 | 18 | 21 |
Profitability (%) | 57.5342 | 51.3514 | 63.8889 | 46.5753 | 51.3514 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.3268 | 1.1375 | 0.2042 | 1.7616 | 0.9824 | 2.3434 |
Largest Winning Trade | 54926 | 26568 | 54926 | 11026874 | 855258 | 11026874 |
Largest Losing Trade | -540079 | -19622 | -540079 | -8271192 | -863943 | -8271192 |
Avg Bars in Trades | 81 | 16 | 149 | 81 | 16 | 149 |
Avg Bars in Winners | 58 | 15 | 94 | 79 | 14 | 161 |
Avg Bars in Losers | 113 | 17 | 246 | 84 | 18 | 140 |
Bars Traded | 5966 | 603 | 5364 | 5966 | 603 | 5364 |
Profit Streak | 101.4132 | 208.9132 | 101.4132 | 101.4132 | 208.9132 | 101.4132 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654445 | -340039 | -578419 | -65193 | -477920 | 320586 |
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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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