Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -472062.6543 | 39225.8109 | -511288.4653 | 7493478.9807 | 2223064.0924 | 5270414.8883 |
Total P&L (%) | -472.0627 | 39.2258 | -511.2885 | 7493.479 | 2223.0641 | 5270.4149 |
Avg Daily Profit (%) | -0.2605 | 0.0216 | -0.2822 | 0.2392 | 0.1737 | 0.2201 |
Buy And Hold Return (%) | 560.1682 | 560.1682 | 560.1682 | 560.1682 | 560.1682 | 560.1682 |
Max Trade Drawdown | -694932 | -64348 | -666311 | -1970448 | -457923 | -2393498 |
Profit Factor | 0.4863 | 1.3516 | 0.3667 | 2.7158 | 2.72 | 2.7141 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 64 | 30 | 34 | 38 | 20 | 18 |
Losing Trades | 13 | 9 | 4 | 39 | 19 | 20 |
Profitability (%) | 83.1169 | 76.9231 | 89.4737 | 49.3506 | 51.2821 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.0988 | 0.4055 | 0.0431 | 2.7873 | 2.584 | 3.0156 |
Largest Winning Trade | 28032 | 18928 | 28032 | 3871790 | 887874 | 3871790 |
Largest Losing Trade | -497166 | -64348 | -497166 | -1292803 | -321710 | -1292803 |
Avg Bars in Trades | 77 | 31 | 124 | 77 | 31 | 124 |
Avg Bars in Winners | 42 | 13 | 67 | 73 | 42 | 107 |
Avg Bars in Losers | 251 | 91 | 613 | 81 | 19 | 140 |
Bars Traded | 5971 | 1226 | 4745 | 5971 | 1226 | 4745 |
Profit Streak | 172.3564 | 172.3564 | 217.1064 | 172.3564 | 172.3564 | 217.1064 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621090 | -326093 | -574498 | -31480 | 443615 | 498018 |
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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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