Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -506131.3545 | 23210.154 | -529341.5085 | 6211924.8104 | 1597103.7776 | 4614821.0328 |
Total P&L (%) | -506.1314 | 23.2102 | -529.3415 | 6211.9248 | 1597.1038 | 4614.821 |
Avg Daily Profit (%) | -0.2776 | 0.0127 | -0.2903 | 0.2276 | 0.1554 | 0.2115 |
Buy And Hold Return (%) | 836.4867 | 836.4867 | 836.4867 | 836.4867 | 836.4867 | 836.4867 |
Max Trade Drawdown | -678978 | -59367 | -668228 | -1719208 | -1306598 | -1501613 |
Profit Factor | 0.4891 | 1.1697 | 0.38 | 2.3903 | 1.8499 | 2.7825 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 42 | 20 | 22 | 36 | 18 | 18 |
Losing Trades | 29 | 16 | 13 | 35 | 18 | 17 |
Profitability (%) | 59.1549 | 55.5556 | 62.8571 | 50.7042 | 50 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.3377 | 0.9357 | 0.2246 | 2.3239 | 1.8499 | 2.6279 |
Largest Winning Trade | 37853 | 35962 | 37853 | 3001066 | 790182 | 3001066 |
Largest Losing Trade | -511103 | -57017 | -511103 | -920485 | -920485 | -701460 |
Avg Bars in Trades | 42 | 13 | 71 | 42 | 13 | 71 |
Avg Bars in Winners | 37 | 9 | 62 | 50 | 18 | 81 |
Avg Bars in Losers | 48 | 19 | 85 | 33 | 8 | 60 |
Bars Traded | 2988 | 496 | 2492 | 2988 | 496 | 2492 |
Profit Streak | 0 | 0 | 162.7401 | 0 | 0 | 162.7401 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670591 | -376166 | -578542 | -78359 | 142174 | 475631 |
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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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