Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -686517.7367 | -7567.0491 | -678950.6876 | 5684268.0588 | 750797.5969 | 4933470.4619 |
Total P&L (%) | -686.5177 | -7.567 | -678.9507 | 5684.2681 | 750.7976 | 4933.4705 |
Avg Daily Profit (%) | -0.378 | -0.0042 | -0.3739 | 0.2237 | 0.118 | 0.216 |
Buy And Hold Return (%) | 596.8701 | 596.8701 | 596.8701 | 596.8701 | 596.8701 | 596.8701 |
Max Trade Drawdown | -855658 | -77586 | -798648 | -1843634 | -1017116 | -2375845 |
Profit Factor | 0.3863 | 0.9398 | 0.3162 | 2.0146 | 1.4621 | 2.2403 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 50 | 23 | 27 | 30 | 17 | 13 |
Losing Trades | 19 | 12 | 7 | 39 | 18 | 21 |
Profitability (%) | 72.4638 | 65.7143 | 79.4118 | 43.4783 | 48.5714 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.1468 | 0.4903 | 0.082 | 2.619 | 1.5482 | 3.6189 |
Largest Winning Trade | 42740 | 30029 | 42740 | 4977539 | 532548 | 4977539 |
Largest Losing Trade | -602556 | -45337 | -602556 | -1388634 | -432914 | -1388634 |
Avg Bars in Trades | 86 | 14 | 160 | 86 | 14 | 160 |
Avg Bars in Winners | 49 | 6 | 85 | 96 | 15 | 203 |
Avg Bars in Losers | 184 | 28 | 451 | 78 | 12 | 134 |
Bars Traded | 5968 | 496 | 5472 | 5968 | 496 | 5472 |
Profit Streak | 213.7011 | 213.7011 | 221.4511 | 213.7011 | 213.7011 | 221.4511 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682382 | -577089 | -575601 | -95262 | -117364 | 332199 |
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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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