Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -446101.2487 | 63744.0681 | -509845.3168 | 7200671.4367 | 2918680.5465 | 4281990.8902 |
Total P&L (%) | -446.1012 | 63.7441 | -509.8453 | 7200.6714 | 2918.6805 | 4281.9909 |
Avg Daily Profit (%) | -0.2452 | 0.035 | -0.2802 | 0.2361 | 0.1874 | 0.208 |
Buy And Hold Return (%) | 614.8871 | 614.8871 | 614.8871 | 614.8871 | 614.8871 | 614.8871 |
Max Trade Drawdown | -642405 | -66727 | -276724 | -854814 | -228234 | -502519 |
Profit Factor | 0.4986 | 1.7194 | 0.3636 | 4.8878 | 8.8571 | 3.892 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 57 | 29 | 28 | 31 | 18 | 13 |
Losing Trades | 10 | 5 | 5 | 36 | 16 | 20 |
Profitability (%) | 85.0746 | 85.2941 | 84.8485 | 46.2687 | 52.9412 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0875 | 0.2964 | 0.0649 | 5.6762 | 7.8729 | 5.9876 |
Largest Winning Trade | 21250 | 12317 | 21250 | 1842909 | 754542 | 1842909 |
Largest Losing Trade | -481521 | -66727 | -481521 | -486768 | -66463 | -486768 |
Avg Bars in Trades | 65 | 15 | 116 | 65 | 15 | 116 |
Avg Bars in Winners | 33 | 8 | 59 | 51 | 21 | 93 |
Avg Bars in Losers | 247 | 59 | 436 | 77 | 9 | 131 |
Bars Traded | 4388 | 538 | 3850 | 4388 | 538 | 3850 |
Profit Streak | 85.8333 | 445.1666 | 0 | 85.8333 | 445.1666 | 0 |
Trades During Streak | 1 | 12 | 0 | 1 | 12 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -696837 | -305240 | -576442 | -106111 | 613171 | 392926 |
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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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