Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -496823.5459 | 138919.0859 | -635742.6318 | 1994866.9708 | -2876442.4912 | 4871309.462 |
Total P&L (%) | -496.8235 | 138.9191 | -635.7426 | 1994.867 | -2876.4425 | 4871.3095 |
Avg Daily Profit (%) | -0.266 | 0.0744 | -0.3404 | 0.163 | 0 | 0.2094 |
Buy And Hold Return (%) | 470.1718 | 470.1718 | 470.1718 | 470.1718 | 470.1718 | 470.1718 |
Max Trade Drawdown | -623757 | -93099 | -740963 | -2912246 | -3479772 | -620812 |
Profit Factor | 0.4844 | 1.892 | 0.2131 | 1.3487 | 0.3285 | 4.3896 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 20 | 19 | 35 | 15 | 20 |
Losing Trades | 28 | 13 | 15 | 32 | 18 | 14 |
Profitability (%) | 58.209 | 60.6061 | 55.8824 | 52.2388 | 45.4545 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.3478 | 1.2298 | 0.1683 | 1.2331 | 0.3942 | 3.0727 |
Largest Winning Trade | 149179 | 149179 | 34172 | 4573840 | 252895 | 4573840 |
Largest Losing Trade | -396138 | -75483 | -396138 | -2529182 | -2529182 | -396666 |
Avg Bars in Trades | 51 | 60 | 43 | 51 | 60 | 43 |
Avg Bars in Winners | 20 | 18 | 22 | 32 | 21 | 41 |
Avg Bars in Losers | 95 | 123 | 70 | 72 | 92 | 46 |
Bars Traded | 3467 | 1982 | 1485 | 3467 | 1982 | 1485 |
Profit Streak | 0 | 22.8039 | 0 | 0 | 22.8039 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700713 | -254529 | -580032 | -114612 | -581531 | 597307 |
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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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