Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -916922.7188 | 12991.5595 | -929914.2783 | 618211.0938 | -4947433.3068 | 5565644.4006 |
Total P&L (%) | -916.9227 | 12.9916 | -929.9143 | 618.2111 | -4947.4333 | 5565.6444 |
Avg Daily Profit (%) | -0.4854 | 0.0069 | -0.4923 | 0.1044 | 0 | 0.2139 |
Buy And Hold Return (%) | 261.9611 | 261.9611 | 261.9611 | 261.9611 | 261.9611 | 261.9611 |
Max Trade Drawdown | -1018451 | -138572 | -977094 | -5507062 | -5315892 | -2029458 |
Profit Factor | 0.2757 | 1.0732 | 0.1456 | 1.0647 | 0.2821 | 3.0936 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 51 | 26 | 25 | 41 | 21 | 20 |
Losing Trades | 12 | 6 | 6 | 22 | 11 | 11 |
Profitability (%) | 80.9524 | 81.25 | 80.6452 | 65.0794 | 65.625 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.0649 | 0.2477 | 0.0349 | 0.5713 | 0.1478 | 1.7015 |
Largest Winning Trade | 30269 | 30269 | 21471 | 6430305 | 538957 | 6430305 |
Largest Losing Trade | -802299 | -76855 | -802299 | -4511462 | -4511462 | -1076866 |
Avg Bars in Trades | 55 | 67 | 44 | 55 | 67 | 44 |
Avg Bars in Winners | 14 | 15 | 14 | 21 | 21 | 20 |
Avg Bars in Losers | 229 | 291 | 167 | 120 | 154 | 86 |
Bars Traded | 3512 | 2148 | 1364 | 3512 | 2148 | 1364 |
Profit Streak | 88.8991 | 88.8991 | 253.8991 | 88.8991 | 88.8991 | 253.8991 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726218 | -485709 | -575445 | -356097 | -577380 | 623885 |
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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) |
---|