Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -561072.9645 | -9747.1338 | -551325.8307 | 5496616.6763 | 492994.4155 | 5003622.2608 |
Total P&L (%) | -561.073 | -9.7471 | -551.3258 | 5496.6167 | 492.9944 | 5003.6223 |
Avg Daily Profit (%) | -0.307 | -0.0053 | -0.3017 | 0.2205 | 0.0975 | 0.2154 |
Buy And Hold Return (%) | 856.87 | 856.87 | 856.87 | 856.87 | 856.87 | 856.87 |
Max Trade Drawdown | -695223 | -52429 | -667310 | -1684814 | -796400 | -1705584 |
Profit Factor | 0.4347 | 0.9061 | 0.3797 | 2.0495 | 1.3217 | 2.3506 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 43 | 19 | 24 | 33 | 18 | 15 |
Losing Trades | 28 | 17 | 11 | 38 | 18 | 20 |
Profitability (%) | 60.5634 | 52.7778 | 68.5714 | 46.4789 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.2831 | 0.8107 | 0.174 | 2.3601 | 1.3217 | 3.1341 |
Largest Winning Trade | 42844 | 23340 | 42844 | 4698289 | 394624 | 4698289 |
Largest Losing Trade | -499425 | -27531 | -499425 | -937882 | -374171 | -937882 |
Avg Bars in Trades | 63 | 10 | 117 | 63 | 10 | 117 |
Avg Bars in Winners | 43 | 10 | 69 | 64 | 8 | 131 |
Avg Bars in Losers | 93 | 9 | 222 | 61 | 11 | 107 |
Bars Traded | 4473 | 363 | 4110 | 4473 | 363 | 4110 |
Profit Streak | 204.9931 | 207.3264 | 204.9931 | 204.9931 | 207.3264 | 204.9931 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668946 | -578757 | -577020 | -79466 | -226763 | 376035 |
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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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