Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -420747.3915 | 60042.7497 | -480790.1412 | 6596045.6188 | 2676705.0207 | 3919340.5981 |
Total P&L (%) | -420.7474 | 60.0428 | -480.7901 | 6596.0456 | 2676.705 | 3919.3406 |
Avg Daily Profit (%) | -0.2318 | 0.0331 | -0.2649 | 0.2319 | 0.1833 | 0.2037 |
Buy And Hold Return (%) | 737.782 | 737.782 | 737.782 | 737.782 | 737.782 | 737.782 |
Max Trade Drawdown | -662000 | -65010 | -627879 | -736888 | -142492 | -953682 |
Profit Factor | 0.5079 | 1.693 | 0.3742 | 5.0073 | 9.529 | 3.942 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 50 | 23 | 27 | 42 | 24 | 18 |
Losing Trades | 15 | 10 | 5 | 23 | 9 | 14 |
Profitability (%) | 76.9231 | 69.697 | 84.375 | 64.6154 | 72.7273 | 56.25 |
Ratio Avg Win / Avg Loss | 0.1524 | 0.7361 | 0.0693 | 2.7421 | 3.5734 | 3.066 |
Largest Winning Trade | 22479 | 14672 | 22479 | 1428612 | 769232 | 1428612 |
Largest Losing Trade | -461283 | -62407 | -461283 | -592357 | -95085 | -592357 |
Avg Bars in Trades | 67 | 14 | 121 | 67 | 14 | 121 |
Avg Bars in Winners | 33 | 5 | 57 | 53 | 16 | 103 |
Avg Bars in Losers | 180 | 36 | 470 | 92 | 11 | 145 |
Bars Traded | 4385 | 493 | 3892 | 4385 | 493 | 3892 |
Profit Streak | 182.0532 | 182.0532 | 220.0532 | 182.0532 | 182.0532 | 220.0532 |
Trades During Streak | 6 | 3 | 11 | 6 | 3 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -711849 | -309890 | -574948 | -116556 | 663342 | 586409 |
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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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