Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -224784.8031 | 107041.1602 | -331825.9633 | 2154515.2336 | 600807.2848 | 1553707.9489 |
Total P&L (%) | -224.7848 | 107.0412 | -331.826 | 2154.5152 | 600.8073 | 1553.7079 |
Avg Daily Profit (%) | -0.1196 | 0.0569 | -0.1765 | 0.1659 | 0.1036 | 0.1493 |
Buy And Hold Return (%) | 228.7773 | 228.7773 | 228.7773 | 228.7773 | 228.7773 | 228.7773 |
Max Trade Drawdown | -365143 | -63861 | -412811 | -1602396 | -489785 | -1465482 |
Profit Factor | 0.6514 | 2.0228 | 0.3857 | 1.6728 | 1.4339 | 1.8549 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 57 | 29 | 28 | 37 | 18 | 19 |
Losing Trades | 9 | 4 | 5 | 29 | 15 | 14 |
Profitability (%) | 86.3636 | 87.8788 | 84.8485 | 56.0606 | 54.5455 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.1029 | 0.279 | 0.0689 | 1.3111 | 1.1949 | 1.3668 |
Largest Winning Trade | 48657 | 48657 | 23822 | 2258889 | 840130 | 2258889 |
Largest Losing Trade | -313602 | -59262 | -313602 | -579391 | -398215 | -579391 |
Avg Bars in Trades | 53 | 57 | 48 | 53 | 57 | 48 |
Avg Bars in Winners | 16 | 21 | 10 | 55 | 63 | 48 |
Avg Bars in Losers | 285 | 315 | 262 | 49 | 49 | 49 |
Bars Traded | 3506 | 1894 | 1612 | 3506 | 1894 | 1612 |
Profit Streak | 38.2212 | 214.7212 | 38.2212 | 38.2212 | 214.7212 | 38.2212 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -703173 | -275538 | -575010 | -116313 | -54772 | 410302 |
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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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