Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -511780.4973 | 61478.3071 | -573258.8044 | 9168589.508 | 1950903.2379 | 7217686.2701 |
Total P&L (%) | -511.7805 | 61.4783 | -573.2588 | 9168.5895 | 1950.9032 | 7217.6863 |
Avg Daily Profit (%) | -0.5798 | 0.0697 | -0.6495 | 0.5144 | 0.3428 | 0.4875 |
Buy And Hold Return (%) | 235.4705 | 235.4705 | 235.4705 | 235.4705 | 235.4705 | 235.4705 |
Max Trade Drawdown | -673392 | -22813 | -695585 | -4419649 | -490130 | -4824949 |
Profit Factor | 0.4316 | 2.1479 | 0.323 | 2.1581 | 4.5146 | 1.9804 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 54 | 28 | 26 | 40 | 21 | 19 |
Losing Trades | 15 | 7 | 8 | 29 | 14 | 15 |
Profitability (%) | 78.2609 | 80 | 76.4706 | 57.971 | 60 | 55.8824 |
Ratio Avg Win / Avg Loss | 0.1199 | 0.537 | 0.0994 | 1.5646 | 3.0097 | 1.5635 |
Largest Winning Trade | 41025 | 16244 | 41025 | 9141276 | 541197 | 9141276 |
Largest Losing Trade | -476093 | -21131 | -476093 | -3005607 | -200436 | -3005607 |
Avg Bars in Trades | 151 | 18 | 288 | 151 | 18 | 288 |
Avg Bars in Winners | 82 | 15 | 153 | 129 | 15 | 255 |
Avg Bars in Losers | 400 | 31 | 724 | 181 | 23 | 329 |
Bars Traded | 10451 | 657 | 9794 | 10451 | 657 | 9794 |
Profit Streak | 59.8026 | 420.7193 | 59.8026 | 59.8026 | 425.636 | 59.8026 |
Trades During Streak | 3 | 9 | 1 | 3 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681720 | -258802 | -576803 | -88742 | 710278 | 560276 |
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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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