Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -468976.1267 | -2656.1686 | -466319.9581 | 6164305.4095 | 656782.0371 | 5507523.3724 |
Total P&L (%) | -468.9761 | -2.6562 | -466.32 | 6164.3054 | 656.782 | 5507.5234 |
Avg Daily Profit (%) | -0.2586 | -0.0015 | -0.2571 | 0.2284 | 0.1117 | 0.2223 |
Buy And Hold Return (%) | 130.1448 | 130.1448 | 130.1448 | 130.1448 | 130.1448 | 130.1448 |
Max Trade Drawdown | -660968 | -73836 | -611550 | -943029 | -715775 | -1310520 |
Profit Factor | 0.4597 | 0.9787 | 0.3728 | 3.4672 | 1.5615 | 5.1445 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 50 | 21 | 29 | 32 | 16 | 16 |
Losing Trades | 15 | 12 | 3 | 33 | 17 | 16 |
Profitability (%) | 76.9231 | 63.6364 | 90.625 | 49.2308 | 48.4848 | 50 |
Ratio Avg Win / Avg Loss | 0.1379 | 0.5592 | 0.0386 | 3.5755 | 1.6591 | 5.1445 |
Largest Winning Trade | 28360 | 28360 | 27725 | 3106015 | 321901 | 3106015 |
Largest Losing Trade | -431881 | -44334 | -431881 | -682210 | -406776 | -682210 |
Avg Bars in Trades | 45 | 25 | 66 | 45 | 25 | 66 |
Avg Bars in Winners | 26 | 9 | 38 | 51 | 31 | 70 |
Avg Bars in Losers | 111 | 53 | 340 | 40 | 19 | 62 |
Bars Traded | 2987 | 849 | 2138 | 2987 | 849 | 2138 |
Profit Streak | 161.9488 | 161.9488 | 472.4488 | 161.9488 | 161.9488 | 723.4488 |
Trades During Streak | 6 | 3 | 11 | 6 | 3 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -711847 | -577404 | -574414 | -119946 | -40996 | 632110 |
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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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