Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -383834.8978 | 83291.1316 | -467126.0294 | 8705103.5107 | 3288710.8785 | 5416392.6322 |
Total P&L (%) | -383.8349 | 83.2911 | -467.126 | 8705.1035 | 3288.7109 | 5416.3926 |
Avg Daily Profit (%) | -0.21 | 0.0456 | -0.2555 | 0.2453 | 0.1929 | 0.2196 |
Buy And Hold Return (%) | 901.6202 | 901.6202 | 901.6202 | 901.6202 | 901.6202 | 901.6202 |
Max Trade Drawdown | -658912 | -62583 | -632181 | -2217471 | -536894 | -2625335 |
Profit Factor | 0.5816 | 1.6743 | 0.4116 | 2.3457 | 2.8142 | 2.1633 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 55 | 25 | 30 | 35 | 18 | 17 |
Losing Trades | 14 | 10 | 4 | 34 | 17 | 17 |
Profitability (%) | 79.7101 | 71.4286 | 88.2353 | 50.7246 | 51.4286 | 50 |
Ratio Avg Win / Avg Loss | 0.148 | 0.6697 | 0.0549 | 2.2787 | 2.6578 | 2.1633 |
Largest Winning Trade | 41823 | 41823 | 28141 | 4097227 | 1085655 | 4097227 |
Largest Losing Trade | -455322 | -62583 | -455322 | -1745760 | -271675 | -1745760 |
Avg Bars in Trades | 64 | 22 | 108 | 64 | 22 | 108 |
Avg Bars in Winners | 38 | 11 | 61 | 56 | 26 | 88 |
Avg Bars in Losers | 167 | 48 | 462 | 73 | 18 | 128 |
Bars Traded | 4479 | 780 | 3699 | 4479 | 780 | 3699 |
Profit Streak | 191.842 | 191.842 | 232.1754 | 191.842 | 191.842 | 232.1754 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681488 | -293033 | -574678 | -91575 | 454519 | 470475 |
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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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