Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -451362.615 | 41214.8498 | -492577.4648 | 5155658.4975 | 1848809.3441 | 3306849.1534 |
Total P&L (%) | -451.3626 | 41.2149 | -492.5775 | 5155.6585 | 1848.8093 | 3306.8492 |
Avg Daily Profit (%) | -0.2486 | 0.0227 | -0.2713 | 0.2184 | 0.1637 | 0.1945 |
Buy And Hold Return (%) | 720.6531 | 720.6531 | 720.6531 | 720.6531 | 720.6531 | 720.6531 |
Max Trade Drawdown | -656201 | -65586 | -623414 | -763236 | -145744 | -951863 |
Profit Factor | 0.4577 | 1.4746 | 0.3392 | 4.3977 | 7.1296 | 3.72 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 53 | 24 | 29 | 41 | 23 | 18 |
Losing Trades | 14 | 10 | 4 | 26 | 11 | 15 |
Profitability (%) | 79.1045 | 70.5882 | 87.8788 | 61.194 | 67.6471 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.1209 | 0.6144 | 0.0468 | 2.7888 | 3.4098 | 3.1 |
Largest Winning Trade | 20644 | 20270 | 20644 | 1492005 | 356044 | 1492005 |
Largest Losing Trade | -461283 | -64007 | -461283 | -563397 | -85017 | -563397 |
Avg Bars in Trades | 65 | 14 | 117 | 65 | 14 | 117 |
Avg Bars in Winners | 33 | 4 | 57 | 51 | 16 | 96 |
Avg Bars in Losers | 186 | 37 | 558 | 87 | 10 | 143 |
Bars Traded | 4385 | 492 | 3893 | 4385 | 492 | 3893 |
Profit Streak | 182.5439 | 182.5439 | 220.5439 | 182.5439 | 182.5439 | 220.5439 |
Trades During Streak | 6 | 3 | 12 | 6 | 3 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -696566 | -324546 | -574581 | -102561 | 599887 | 550062 |
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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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