Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -465704.9693 | 86509.3248 | -552214.2941 | 29055708.8067 | 6441097.8703 | 22614610.9364 |
Total P&L (%) | -465.705 | 86.5093 | -552.2143 | 29055.7088 | 6441.0979 | 22614.6109 |
Avg Daily Profit (%) | -0.1932 | 0.0359 | -0.2291 | 0.2358 | 0.1736 | 0.2254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -885864 | -29222 | -897325 | -19649491 | -5145840 | -15288698 |
Profit Factor | 0.5792 | 1.8755 | 0.4521 | 1.5274 | 1.3708 | 1.5995 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 41 | 20 | 21 | 41 | 19 | 22 |
Losing Trades | 16 | 9 | 7 | 16 | 10 | 6 |
Profitability (%) | 71.9298 | 68.9655 | 75 | 71.9298 | 65.5172 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.226 | 0.844 | 0.1507 | 0.596 | 0.7215 | 0.4362 |
Largest Winning Trade | 41871 | 29150 | 41871 | 8149097 | 5578149 | 8149097 |
Largest Losing Trade | -566458 | -29222 | -566458 | -15288698 | -4951376 | -15288698 |
Avg Bars in Trades | 76 | 18 | 136 | 76 | 18 | 136 |
Avg Bars in Winners | 50 | 13 | 85 | 62 | 14 | 104 |
Avg Bars in Losers | 142 | 27 | 290 | 111 | 25 | 254 |
Bars Traded | 4344 | 528 | 3816 | 4344 | 528 | 3816 |
Profit Streak | 224.9411 | 224.9411 | 241.4411 | 224.9411 | 224.9411 | 241.4411 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756054 | -140507 | -597620 | -167126 | 355322 | -7877 |
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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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