Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -511961.0368 | 34469.4495 | -546430.4863 | 9577493.1659 | 2996286.9816 | 6581206.1844 |
Total P&L (%) | -511.961 | 34.4695 | -546.4305 | 9577.4932 | 2996.287 | 6581.2062 |
Avg Daily Profit (%) | -0.2804 | 0.0189 | -0.2993 | 0.2507 | 0.1882 | 0.2304 |
Buy And Hold Return (%) | 10.8358 | 10.8358 | 10.8358 | 10.8358 | 10.8358 | 10.8358 |
Max Trade Drawdown | -754814 | -93919 | -708531 | -1872315 | -1872315 | -1298870 |
Profit Factor | 0.5226 | 1.2152 | 0.401 | 2.722 | 2.1015 | 3.3161 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 18 | 25 | 35 | 19 | 16 |
Losing Trades | 21 | 14 | 7 | 29 | 13 | 16 |
Profitability (%) | 67.1875 | 56.25 | 78.125 | 54.6875 | 59.375 | 50 |
Ratio Avg Win / Avg Loss | 0.2552 | 0.9451 | 0.1123 | 2.2554 | 1.4378 | 3.3161 |
Largest Winning Trade | 38026 | 38026 | 36956 | 2140081 | 1725513 | 2140081 |
Largest Losing Trade | -517331 | -46820 | -517331 | -1872315 | -1872315 | -877969 |
Avg Bars in Trades | 50 | 39 | 60 | 50 | 39 | 60 |
Avg Bars in Winners | 31 | 13 | 45 | 54 | 44 | 66 |
Avg Bars in Losers | 87 | 74 | 114 | 44 | 32 | 54 |
Bars Traded | 3209 | 1272 | 1937 | 3209 | 1272 | 1937 |
Profit Streak | 95.9827 | 98.4827 | 95.9827 | 95.9827 | 98.4827 | 95.9827 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721090 | -171350 | -576605 | -128268 | 452316 | 545926 |
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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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