Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -867513.7485 | -15709.5176 | -851804.2309 | 139803.2753 | -2121030.3399 | 2260833.6152 |
Total P&L (%) | -867.5137 | -15.7095 | -851.8042 | 139.8033 | -2121.0303 | 2260.8336 |
Avg Daily Profit (%) | -0.4611 | -0.0083 | -0.4527 | 0.0465 | 0 | 0.1682 |
Buy And Hold Return (%) | 278.0136 | 278.0136 | 278.0136 | 278.0136 | 278.0136 | 278.0136 |
Max Trade Drawdown | -1008870 | -136532 | -930216 | -3047630 | -2890294 | -1232098 |
Profit Factor | 0.3457 | 0.934 | 0.2168 | 1.0251 | 0.372 | 2.0309 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 52 | 26 | 26 | 50 | 23 | 27 |
Losing Trades | 17 | 8 | 9 | 19 | 11 | 8 |
Profitability (%) | 75.3623 | 76.4706 | 74.2857 | 72.4638 | 67.6471 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.113 | 0.2874 | 0.0751 | 0.3895 | 0.1779 | 0.6017 |
Largest Winning Trade | 37584 | 37584 | 21040 | 2427539 | 312042 | 2427539 |
Largest Losing Trade | -652851 | -56534 | -652851 | -1792861 | -1792861 | -1232098 |
Avg Bars in Trades | 51 | 63 | 40 | 51 | 63 | 40 |
Avg Bars in Winners | 19 | 22 | 17 | 26 | 28 | 25 |
Avg Bars in Losers | 148 | 195 | 106 | 116 | 136 | 90 |
Bars Traded | 3560 | 2153 | 1407 | 3560 | 2153 | 1407 |
Profit Streak | 36.2762 | 36.2762 | 275.7762 | 36.2762 | 36.2762 | 275.7762 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682052 | -576820 | -576179 | -592824 | -577964 | 497384 |
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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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