Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -438203.154 | -8699.2934 | -429503.8606 | 4192573.4533 | 1148423.5609 | 3044149.8925 |
Total P&L (%) | -438.2032 | -8.6993 | -429.5039 | 4192.5735 | 1148.4236 | 3044.1499 |
Avg Daily Profit (%) | -0.2406 | -0.0048 | -0.2358 | 0.2066 | 0.1387 | 0.1895 |
Buy And Hold Return (%) | 173.4338 | 173.4338 | 173.4338 | 173.4338 | 173.4338 | 173.4338 |
Max Trade Drawdown | -617313 | -65777 | -377861 | -435561 | -76938 | -272548 |
Profit Factor | 0.4338 | 0.9066 | 0.3691 | 6.1836 | 6.6984 | 6.0127 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 53 | 22 | 31 | 41 | 25 | 16 |
Losing Trades | 16 | 13 | 3 | 28 | 10 | 18 |
Profitability (%) | 76.8116 | 62.8571 | 91.1765 | 59.4203 | 71.4286 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.1309 | 0.5357 | 0.0357 | 4.2229 | 2.6794 | 6.7643 |
Largest Winning Trade | 33205 | 8531 | 33205 | 1165545 | 218451 | 1165545 |
Largest Losing Trade | -377861 | -28190 | -377861 | -313452 | -76938 | -313452 |
Avg Bars in Trades | 63 | 9 | 118 | 63 | 9 | 118 |
Avg Bars in Winners | 33 | 3 | 55 | 66 | 12 | 151 |
Avg Bars in Losers | 161 | 20 | 771 | 59 | 4 | 89 |
Bars Traded | 4374 | 345 | 4029 | 4374 | 345 | 4029 |
Profit Streak | 184.6173 | 184.6173 | 481.9507 | 184.6173 | 184.6173 | 780.284 |
Trades During Streak | 6 | 3 | 14 | 6 | 3 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681863 | -577485 | -574310 | -86717 | 186881 | 604927 |
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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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