Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -503522.8878 | 43858.0405 | -547380.9283 | 5326727.7782 | 2249637.2366 | 3077090.5416 |
Total P&L (%) | -503.5229 | 43.858 | -547.3809 | 5326.7278 | 2249.6372 | 3077.0905 |
Avg Daily Profit (%) | -0.5753 | 0.0501 | -0.6254 | 0.4574 | 0.3613 | 0.3959 |
Buy And Hold Return (%) | 227.2901 | 227.2901 | 227.2901 | 227.2901 | 227.2901 | 227.2901 |
Max Trade Drawdown | -697911 | -22630 | -683915 | -1309844 | -200470 | -1762391 |
Profit Factor | 0.4196 | 1.5131 | 0.3001 | 2.4642 | 5.3086 | 1.9876 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 54 | 24 | 30 | 48 | 24 | 24 |
Losing Trades | 23 | 15 | 8 | 29 | 15 | 14 |
Profitability (%) | 70.1299 | 61.5385 | 78.9474 | 62.3377 | 61.5385 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.1787 | 0.9457 | 0.08 | 1.4888 | 3.3179 | 1.1594 |
Largest Winning Trade | 21429 | 19674 | 21429 | 2639543 | 465364 | 2639543 |
Largest Losing Trade | -475516 | -16206 | -475516 | -1174077 | -200470 | -1174077 |
Avg Bars in Trades | 42 | 15 | 71 | 42 | 15 | 71 |
Avg Bars in Winners | 17 | 9 | 23 | 30 | 13 | 46 |
Avg Bars in Losers | 102 | 24 | 249 | 63 | 18 | 112 |
Bars Traded | 3295 | 594 | 2702 | 3295 | 594 | 2702 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624168 | -290258 | -577012 | -30578 | 692352 | 507462 |
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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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