Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -841268.9214 | 28480.0328 | -869748.9542 | 598984.2695 | -2787093.8875 | 3386078.157 |
Total P&L (%) | -841.2689 | 28.48 | -869.749 | 598.9843 | -2787.0939 | 3386.0782 |
Avg Daily Profit (%) | -0.45 | 0.0152 | -0.4653 | 0.1041 | 0 | 0.1902 |
Buy And Hold Return (%) | 563.5096 | 563.5096 | 563.5096 | 563.5096 | 563.5096 | 563.5096 |
Max Trade Drawdown | -953865 | -153217 | -953078 | -1951572 | -3008231 | -464250 |
Profit Factor | 0.3475 | 1.1247 | 0.1802 | 1.1269 | 0.2076 | 3.8144 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 14 | 18 | 34 | 14 | 20 |
Losing Trades | 35 | 19 | 16 | 33 | 19 | 14 |
Profitability (%) | 47.7612 | 42.4242 | 52.9412 | 50.7463 | 42.4242 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.3801 | 1.5264 | 0.1602 | 1.0938 | 0.2817 | 2.6701 |
Largest Winning Trade | 135066 | 135066 | 33361 | 2889884 | 148818 | 2889884 |
Largest Losing Trade | -529974 | -52997 | -529974 | -1178482 | -1178482 | -443839 |
Avg Bars in Trades | 78 | 87 | 70 | 78 | 87 | 70 |
Avg Bars in Winners | 34 | 27 | 40 | 43 | 14 | 64 |
Avg Bars in Losers | 118 | 130 | 104 | 114 | 140 | 79 |
Bars Traded | 5268 | 2871 | 2397 | 5268 | 2871 | 2397 |
Profit Streak | 50.5011 | 59.5011 | 50.5011 | 50.5011 | 59.5011 | 50.5011 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -701349 | -421995 | -578998 | -400083 | -582295 | 603367 |
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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) |
---|