Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -254519.189 | 102957.7816 | -357476.9706 | 4659046.8762 | 2310307.099 | 2348739.7771 |
Total P&L (%) | -254.5192 | 102.9578 | -357.477 | 4659.0469 | 2310.3071 | 2348.7398 |
Avg Daily Profit (%) | -0.2872 | 0.1162 | -0.4033 | 0.4368 | 0.3597 | 0.3615 |
Buy And Hold Return (%) | 371.251 | 371.251 | 371.251 | 371.251 | 371.251 | 371.251 |
Max Trade Drawdown | -455343 | -11357 | -479882 | -3080664 | -148370 | -3080664 |
Profit Factor | 0.5902 | 7.575 | 0.4095 | 2.1388 | 15.9537 | 1.5967 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 56 | 27 | 29 | 38 | 19 | 19 |
Losing Trades | 8 | 5 | 3 | 26 | 13 | 13 |
Profitability (%) | 87.5 | 84.375 | 90.625 | 59.375 | 59.375 | 59.375 |
Ratio Avg Win / Avg Loss | 0.0843 | 1.4028 | 0.0424 | 1.4634 | 10.9157 | 1.0924 |
Largest Winning Trade | 25084 | 25084 | 19303 | 2469390 | 465215 | 2469390 |
Largest Losing Trade | -351638 | -6091 | -351638 | -3080664 | -52667 | -3080664 |
Avg Bars in Trades | 69 | 13 | 124 | 69 | 13 | 124 |
Avg Bars in Winners | 30 | 9 | 49 | 58 | 11 | 105 |
Avg Bars in Losers | 339 | 31 | 852 | 84 | 15 | 153 |
Bars Traded | 4424 | 426 | 3998 | 4424 | 426 | 3998 |
Profit Streak | 106.6571 | 423.8238 | 0 | 106.6571 | 461.8238 | 0 |
Trades During Streak | 1 | 10 | 0 | 1 | 12 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -719098 | -190256 | -575888 | -128704 | 733016 | 433750 |
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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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