Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -370156.9299 | 30902.904 | -401059.8339 | 8321833.3644 | 601620.4227 | 7720212.9417 |
Total P&L (%) | -370.1569 | 30.9029 | -401.0598 | 8321.8334 | 601.6204 | 7720.2129 |
Avg Daily Profit (%) | -0.204 | 0.017 | -0.221 | 0.2446 | 0.1074 | 0.2405 |
Buy And Hold Return (%) | 96.0291 | 96.0291 | 96.0291 | 96.0291 | 96.0291 | 96.0291 |
Max Trade Drawdown | -552029 | -57188 | -530120 | -1477025 | -1854169 | -1610012 |
Profit Factor | 0.5619 | 1.2003 | 0.4193 | 2.8824 | 1.214 | 5.7951 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 58 | 25 | 33 | 36 | 20 | 16 |
Losing Trades | 13 | 11 | 2 | 35 | 16 | 19 |
Profitability (%) | 81.6901 | 69.4444 | 94.2857 | 50.7042 | 55.5556 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.1259 | 0.5281 | 0.0254 | 2.8023 | 0.9712 | 6.8817 |
Largest Winning Trade | 28360 | 28360 | 21916 | 4566533 | 512341 | 4566533 |
Largest Losing Trade | -379961 | -43674 | -379961 | -1284553 | -1284553 | -554721 |
Avg Bars in Trades | 42 | 27 | 57 | 42 | 27 | 57 |
Avg Bars in Winners | 22 | 7 | 34 | 45 | 31 | 62 |
Avg Bars in Losers | 129 | 71 | 449 | 39 | 21 | 54 |
Bars Traded | 3002 | 976 | 2027 | 3002 | 976 | 2027 |
Profit Streak | 162.0288 | 162.0288 | 472.5288 | 162.0288 | 162.0288 | 729.5288 |
Trades During Streak | 10 | 5 | 13 | 10 | 5 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -666167 | -333860 | -574011 | -75707 | -49344 | 596445 |
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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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