Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -680996.4013 | 43695.1746 | -724691.5759 | 2840932.23 | 126957.3063 | 2713974.9236 |
Total P&L (%) | -680.9964 | 43.6952 | -724.6916 | 2840.9322 | 126.9573 | 2713.9749 |
Avg Daily Profit (%) | -0.3543 | 0.0227 | -0.3771 | 0.1761 | 0.0427 | 0.1738 |
Buy And Hold Return (%) | 69.2423 | 69.2423 | 69.2423 | 69.2423 | 69.2423 | 69.2423 |
Max Trade Drawdown | -862769 | -29751 | -160528 | -2408631 | -505393 | -1778312 |
Profit Factor | 0.4482 | 1.3331 | 0.343 | 1.5329 | 1.0689 | 1.7782 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 18 | 20 | 28 | 15 | 13 |
Losing Trades | 23 | 13 | 10 | 33 | 16 | 17 |
Profitability (%) | 62.2951 | 58.0645 | 66.6667 | 45.9016 | 48.3871 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.2713 | 0.9628 | 0.1715 | 1.8066 | 1.1401 | 2.3253 |
Largest Winning Trade | 47959 | 28565 | 47959 | 3166177 | 361699 | 3166177 |
Largest Losing Trade | -824672 | -29751 | -824672 | -657364 | -489939 | -657364 |
Avg Bars in Trades | 182 | 82 | 285 | 182 | 82 | 285 |
Avg Bars in Winners | 118 | 62 | 168 | 222 | 77 | 390 |
Avg Bars in Losers | 286 | 108 | 518 | 147 | 86 | 204 |
Bars Traded | 11104 | 2547 | 8557 | 11104 | 2547 | 8557 |
Profit Streak | 63.8177 | 94.151 | 63.8177 | 63.8177 | 94.151 | 63.8177 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743797 | -327688 | -578105 | -155755 | -288408 | 327774 |
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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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