Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -378824.8016 | 95333.6666 | -474158.4682 | 12732306.7633 | 4603818.1035 | 8128488.6598 |
Total P&L (%) | -378.8248 | 95.3337 | -474.1585 | 12732.3068 | 4603.8181 | 8128.4887 |
Avg Daily Profit (%) | -0.2075 | 0.0522 | -0.2597 | 0.2662 | 0.2111 | 0.2418 |
Buy And Hold Return (%) | 801.5612 | 801.5612 | 801.5612 | 801.5612 | 801.5612 | 801.5612 |
Max Trade Drawdown | -660273 | -63584 | -644679 | -2474309 | -468106 | -3057103 |
Profit Factor | 0.5941 | 1.813 | 0.419 | 2.7118 | 2.9996 | 2.5828 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 51 | 23 | 28 | 35 | 19 | 16 |
Losing Trades | 18 | 12 | 6 | 34 | 16 | 18 |
Profitability (%) | 73.913 | 65.7143 | 82.3529 | 50.7246 | 54.2857 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.2097 | 0.9459 | 0.0898 | 2.6343 | 2.526 | 2.9056 |
Largest Winning Trade | 39510 | 39510 | 30479 | 5570631 | 2206277 | 5570631 |
Largest Losing Trade | -465799 | -63584 | -465799 | -1610997 | -354845 | -1610997 |
Avg Bars in Trades | 64 | 19 | 111 | 64 | 19 | 111 |
Avg Bars in Winners | 39 | 10 | 63 | 62 | 23 | 107 |
Avg Bars in Losers | 137 | 37 | 336 | 67 | 15 | 114 |
Bars Traded | 4479 | 697 | 3782 | 4479 | 697 | 3782 |
Profit Streak | 191.3127 | 191.3127 | 230.3127 | 191.3127 | 191.3127 | 230.3127 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682292 | -285031 | -575250 | -90742 | 533596 | 489114 |
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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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