Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -487477.6715 | 379506.5726 | -866984.2442 | 1524620.4904 | -6319121.928 | 7843742.4185 |
Total P&L (%) | -487.4777 | 379.5066 | -866.9842 | 1524.6205 | -6319.1219 | 7843.7424 |
Avg Daily Profit (%) | -0.2718 | 0.2116 | -0.4833 | 0.1555 | 0 | 0.2442 |
Buy And Hold Return (%) | 330.4177 | 330.4177 | 330.4177 | 330.4177 | 330.4177 | 330.4177 |
Max Trade Drawdown | -750598 | -158974 | -763631 | -28333832 | -22556352 | -24837312 |
Profit Factor | 0.6865 | 2.3955 | 0.3242 | 1.0233 | 0.789 | 1.2216 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 13 | 18 | 29 | 12 | 17 |
Losing Trades | 30 | 17 | 13 | 32 | 18 | 14 |
Profitability (%) | 50.8197 | 43.3333 | 58.0645 | 47.541 | 40 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.6643 | 3.1326 | 0.2341 | 1.1292 | 1.1835 | 1.006 |
Largest Winning Trade | 330774 | 330774 | 45406 | 16718182 | 16718182 | 10748019 |
Largest Losing Trade | -750598 | -33156 | -750598 | -20591123 | -6112493 | -20591123 |
Avg Bars in Trades | 111 | 91 | 131 | 111 | 91 | 131 |
Avg Bars in Winners | 123 | 92 | 146 | 125 | 71 | 163 |
Avg Bars in Losers | 100 | 90 | 111 | 99 | 104 | 93 |
Bars Traded | 6828 | 2746 | 4082 | 6828 | 2746 | 4082 |
Profit Streak | 34.1516 | 104.9016 | 34.1516 | 34.1516 | 104.9016 | 34.1516 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745678 | -108955 | -579230 | -354843 | -582089 | 329370 |
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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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