Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -516507.2498 | 45312.3813 | -561819.631 | 13235176.1416 | 3800270.1689 | 9434905.9727 |
Total P&L (%) | -516.5073 | 45.3124 | -561.8196 | 13235.1761 | 3800.2702 | 9434.906 |
Avg Daily Profit (%) | -0.2828 | 0.0248 | -0.3076 | 0.2683 | 0.2008 | 0.2499 |
Buy And Hold Return (%) | 638.5172 | 638.5172 | 638.5172 | 638.5172 | 638.5172 | 638.5172 |
Max Trade Drawdown | -681292 | -37949 | -309629 | -1624526 | -399433 | -1405818 |
Profit Factor | 0.4679 | 1.7347 | 0.3819 | 3.8975 | 5.9607 | 3.4818 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 54 | 25 | 29 | 34 | 17 | 17 |
Losing Trades | 19 | 12 | 7 | 39 | 20 | 19 |
Profitability (%) | 73.9726 | 67.5676 | 80.5556 | 46.5753 | 45.9459 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.1646 | 0.8327 | 0.0922 | 4.4707 | 7.0126 | 3.8914 |
Largest Winning Trade | 25714 | 11077 | 25714 | 4463193 | 1188070 | 4463193 |
Largest Losing Trade | -524531 | -32293 | -524531 | -1405818 | -130743 | -1405818 |
Avg Bars in Trades | 60 | 5 | 116 | 60 | 5 | 116 |
Avg Bars in Winners | 30 | 3 | 53 | 54 | 7 | 101 |
Avg Bars in Losers | 145 | 10 | 376 | 65 | 4 | 129 |
Bars Traded | 4385 | 203 | 4182 | 4385 | 203 | 4182 |
Profit Streak | 92.004 | 92.004 | 92.3373 | 92.004 | 92.004 | 92.3373 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -652710 | -321872 | -576278 | -61042 | 543986 | 525609 |
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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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