Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -478837.6704 | 26947.4191 | -505785.0896 | 5713926.4139 | 1448075.1698 | 4265851.2441 |
Total P&L (%) | -478.8377 | 26.9474 | -505.7851 | 5713.9264 | 1448.0752 | 4265.8512 |
Avg Daily Profit (%) | -0.2635 | 0.0148 | -0.2784 | 0.2239 | 0.1509 | 0.2081 |
Buy And Hold Return (%) | 524.9043 | 524.9043 | 524.9043 | 524.9043 | 524.9043 | 524.9043 |
Max Trade Drawdown | -668328 | -59861 | -645359 | -1486702 | -921046 | -1784833 |
Profit Factor | 0.5183 | 1.1806 | 0.4013 | 1.9632 | 1.5969 | 2.2167 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 42 | 20 | 22 | 38 | 21 | 17 |
Losing Trades | 31 | 17 | 14 | 35 | 16 | 19 |
Profitability (%) | 57.5342 | 54.0541 | 61.1111 | 52.0548 | 56.7568 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.3826 | 1.0035 | 0.2554 | 1.8082 | 1.2167 | 2.4775 |
Largest Winning Trade | 40540 | 35337 | 40540 | 3211885 | 1544192 | 3211885 |
Largest Losing Trade | -494408 | -46898 | -494408 | -840926 | -470355 | -840926 |
Avg Bars in Trades | 41 | 21 | 61 | 41 | 21 | 61 |
Avg Bars in Winners | 36 | 20 | 50 | 35 | 23 | 49 |
Avg Bars in Losers | 47 | 21 | 78 | 47 | 17 | 72 |
Bars Traded | 2997 | 789 | 2208 | 2997 | 789 | 2208 |
Profit Streak | 72.226 | 73.226 | 0 | 72.226 | 73.226 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -655243 | -359298 | -579339 | -63482 | 284674 | 404735 |
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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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