Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -680679.168 | 40437.7713 | -721116.9393 | 7943520.9397 | 1747007.8065 | 6196513.1332 |
Total P&L (%) | -680.6792 | 40.4378 | -721.1169 | 7943.5209 | 1747.0078 | 6196.5131 |
Avg Daily Profit (%) | -0.3745 | 0.0222 | -0.3967 | 0.2417 | 0.1606 | 0.2282 |
Buy And Hold Return (%) | 615.442 | 615.442 | 615.442 | 615.442 | 615.442 | 615.442 |
Max Trade Drawdown | -848531 | -71249 | -845005 | -2391926 | -2118443 | -2677278 |
Profit Factor | 0.4311 | 1.2489 | 0.3026 | 1.9792 | 1.4518 | 2.4595 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 50 | 24 | 26 | 42 | 20 | 22 |
Losing Trades | 29 | 16 | 13 | 37 | 20 | 17 |
Profitability (%) | 63.2911 | 60 | 66.6667 | 53.1646 | 50 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.25 | 0.8326 | 0.1513 | 1.7436 | 1.4518 | 1.9005 |
Largest Winning Trade | 38515 | 25447 | 38515 | 5061237 | 1444826 | 5061237 |
Largest Losing Trade | -697642 | -71249 | -697642 | -1211950 | -1095845 | -1211950 |
Avg Bars in Trades | 75 | 40 | 112 | 75 | 40 | 112 |
Avg Bars in Winners | 57 | 25 | 87 | 69 | 44 | 92 |
Avg Bars in Losers | 107 | 63 | 161 | 82 | 36 | 136 |
Bars Traded | 5993 | 1623 | 4370 | 5993 | 1623 | 4370 |
Profit Streak | 175.8275 | 176.5775 | 175.8275 | 175.8275 | 176.5775 | 175.8275 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608643 | -328137 | -577627 | -17302 | 246294 | 532311 |
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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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