Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -464337.0126 | 61620.3062 | -525957.3188 | 9518101.1557 | 1276798.439 | 8241302.7167 |
Total P&L (%) | -464.337 | 61.6203 | -525.9573 | 9518.1012 | 1276.7984 | 8241.3027 |
Avg Daily Profit (%) | -0.2547 | 0.0338 | -0.2885 | 0.2508 | 0.144 | 0.243 |
Buy And Hold Return (%) | 883.1681 | 883.1681 | 883.1681 | 883.1681 | 883.1681 | 883.1681 |
Max Trade Drawdown | -650945 | -65888 | -657332 | -2967917 | -1016855 | -2787014 |
Profit Factor | 0.5095 | 1.5357 | 0.3676 | 2.3704 | 1.4861 | 2.9084 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 62 | 29 | 33 | 36 | 18 | 18 |
Losing Trades | 13 | 9 | 4 | 39 | 20 | 19 |
Profitability (%) | 82.6667 | 76.3158 | 89.1892 | 48 | 47.3684 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.1068 | 0.4766 | 0.0446 | 2.568 | 1.6512 | 3.07 |
Largest Winning Trade | 30543 | 30543 | 22603 | 6200816 | 851254 | 6200816 |
Largest Losing Trade | -521478 | -65888 | -521478 | -1246770 | -547924 | -1246770 |
Avg Bars in Trades | 59 | 24 | 96 | 59 | 24 | 96 |
Avg Bars in Winners | 32 | 10 | 51 | 55 | 30 | 80 |
Avg Bars in Losers | 190 | 70 | 459 | 63 | 18 | 111 |
Bars Traded | 4478 | 925 | 3553 | 4478 | 925 | 3553 |
Profit Streak | 180.4007 | 180.4007 | 227.7341 | 180.4007 | 180.4007 | 227.7341 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636191 | -308598 | -574586 | -47629 | -24613 | 534326 |
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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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