Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -484919.0885 | 196799.6765 | -681718.7651 | -64097.74 | 2355726.95 | -2419824.6901 |
Total P&L (%) | -484.9191 | 196.7997 | -681.7188 | -64.0977 | 2355.727 | -2419.8247 |
Avg Daily Profit (%) | -0.2235 | 0.0907 | -0.3142 | -0.0472 | 0.1477 | 0 |
Buy And Hold Return (%) | 491.0419 | 491.0419 | 491.0419 | 491.0419 | 491.0419 | 491.0419 |
Max Trade Drawdown | -882449 | -94887 | -869415 | -7216866 | -1800263 | -8472537 |
Profit Factor | 0.6439 | 1.7446 | 0.3788 | 0.9955 | 1.8489 | 0.7905 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 56 | 28 | 28 | 42 | 23 | 19 |
Losing Trades | 28 | 14 | 14 | 42 | 19 | 23 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 50 | 54.7619 | 45.2381 |
Ratio Avg Win / Avg Loss | 0.3219 | 0.8723 | 0.1894 | 0.9955 | 1.5274 | 0.9569 |
Largest Winning Trade | 139088 | 139088 | 61509 | 3213623 | 1130395 | 3213623 |
Largest Losing Trade | -633450 | -54602 | -633450 | -6737745 | -668031 | -6737745 |
Avg Bars in Trades | 49 | 53 | 44 | 49 | 53 | 44 |
Avg Bars in Winners | 29 | 33 | 25 | 48 | 50 | 45 |
Avg Bars in Losers | 88 | 93 | 83 | 50 | 57 | 44 |
Bars Traded | 4127 | 2243 | 1883 | 4127 | 2243 | 1883 |
Profit Streak | 124.5381 | 124.5381 | 302.5381 | 124.5381 | 124.5381 | 302.5381 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576661 | -233549 | -577185 | -579099 | 305674 | -581197 |
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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) |
---|