Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -473621.2278 | 38491.7456 | -512112.9734 | 3490129.4324 | 1105072.9956 | 2385056.4368 |
Total P&L (%) | -473.6212 | 38.4917 | -512.113 | 3490.1294 | 1105.073 | 2385.0564 |
Avg Daily Profit (%) | -0.2611 | 0.0212 | -0.2824 | 0.1976 | 0.1373 | 0.1773 |
Buy And Hold Return (%) | 615.2637 | 615.2637 | 615.2637 | 615.2637 | 615.2637 | 615.2637 |
Max Trade Drawdown | -633651 | -64789 | -617336 | -1095276 | -234512 | -1264141 |
Profit Factor | 0.4663 | 1.3619 | 0.3444 | 2.2172 | 2.5358 | 2.1105 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 54 | 24 | 30 | 34 | 18 | 16 |
Losing Trades | 17 | 12 | 5 | 37 | 18 | 19 |
Profitability (%) | 76.0563 | 66.6667 | 85.7143 | 47.8873 | 50 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.1468 | 0.6809 | 0.0574 | 2.4128 | 2.5358 | 2.5062 |
Largest Winning Trade | 25514 | 19095 | 25514 | 2137372 | 533663 | 2137372 |
Largest Losing Trade | -449595 | -64789 | -449595 | -701443 | -193278 | -701443 |
Avg Bars in Trades | 61 | 20 | 104 | 61 | 20 | 104 |
Avg Bars in Winners | 33 | 9 | 52 | 63 | 27 | 105 |
Avg Bars in Losers | 152 | 42 | 415 | 59 | 14 | 103 |
Bars Traded | 4388 | 743 | 3645 | 4388 | 743 | 3645 |
Profit Streak | 157.4369 | 157.4369 | 218.1036 | 157.4369 | 157.4369 | 218.1036 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667017 | -328090 | -574887 | -79365 | -11447 | 334980 |
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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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