Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -273441.3776 | 181801.2562 | -455242.6338 | 5992247.0484 | 1410571.5328 | 4581675.5156 |
Total P&L (%) | -273.4414 | 181.8013 | -455.2426 | 5992.247 | 1410.5715 | 4581.6755 |
Avg Daily Profit (%) | -0.1093 | 0.0727 | -0.182 | 0.1644 | 0.1086 | 0.1539 |
Buy And Hold Return (%) | 874.3964 | 874.3964 | 874.3964 | 874.3964 | 874.3964 | 874.3964 |
Max Trade Drawdown | -557473 | -37685 | -568028 | -3971006 | -1193719 | -3561444 |
Profit Factor | 0.6431 | 2.8038 | 0.3158 | 2.0769 | 1.8608 | 2.1671 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 50 | 26 | 24 | 34 | 15 | 19 |
Losing Trades | 13 | 6 | 7 | 29 | 17 | 12 |
Profitability (%) | 79.3651 | 81.25 | 77.4194 | 53.9683 | 46.875 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.1672 | 0.647 | 0.0921 | 1.7715 | 2.1089 | 1.3687 |
Largest Winning Trade | 57154 | 57154 | 32866 | 6741611 | 1065405 | 6741611 |
Largest Losing Trade | -341585 | -37685 | -341585 | -2377706 | -719728 | -2377706 |
Avg Bars in Trades | 71 | 61 | 81 | 71 | 61 | 81 |
Avg Bars in Winners | 29 | 21 | 37 | 82 | 73 | 90 |
Avg Bars in Losers | 235 | 238 | 232 | 58 | 51 | 67 |
Bars Traded | 4511 | 1982 | 2529 | 4511 | 1982 | 2529 |
Profit Streak | 126.3448 | 436.8448 | 126.3448 | 321.8448 | 321.8448 | 327.8448 |
Trades During Streak | 3 | 7 | 1 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726619 | -253718 | -576697 | -137535 | -53810 | 427369 |
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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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