Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -488094.8345 | 66147.8769 | -554242.7114 | 4726059.8423 | 1827113.9333 | 2898945.9091 |
Total P&L (%) | -488.0948 | 66.1479 | -554.2427 | 4726.0598 | 1827.1139 | 2898.9459 |
Avg Daily Profit (%) | -0.5577 | 0.0756 | -0.6332 | 0.4439 | 0.3386 | 0.3893 |
Buy And Hold Return (%) | 324.3509 | 324.3509 | 324.3509 | 324.3509 | 324.3509 | 324.3509 |
Max Trade Drawdown | -630485 | -14899 | -649894 | -3222205 | -873995 | -3085552 |
Profit Factor | 0.4341 | 1.8806 | 0.2961 | 1.8227 | 1.9991 | 1.7404 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 50 | 24 | 26 | 38 | 19 | 19 |
Losing Trades | 15 | 9 | 6 | 27 | 14 | 13 |
Profitability (%) | 76.9231 | 72.7273 | 81.25 | 58.4615 | 57.5758 | 59.375 |
Ratio Avg Win / Avg Loss | 0.1302 | 0.7052 | 0.0683 | 1.2951 | 1.473 | 1.1908 |
Largest Winning Trade | 30384 | 16155 | 30384 | 3640858 | 951478 | 3640858 |
Largest Losing Trade | -522504 | -14899 | -522504 | -2400448 | -873995 | -2400448 |
Avg Bars in Trades | 50 | 24 | 77 | 50 | 24 | 77 |
Avg Bars in Winners | 20 | 9 | 30 | 38 | 19 | 57 |
Avg Bars in Losers | 150 | 62 | 283 | 66 | 30 | 106 |
Bars Traded | 3280 | 796 | 2484 | 3280 | 796 | 2484 |
Profit Streak | 25.6146 | 85.6146 | 0 | 25.6146 | 85.6146 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -712745 | -253266 | -576799 | -121891 | 460502 | 468964 |
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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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