Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -585372.7573 | 163875.1817 | -749247.939 | 18712016.9344 | 8148298.0266 | 10563718.9078 |
Total P&L (%) | -585.3728 | 163.8752 | -749.2479 | 18712.0169 | 8148.298 | 10563.7189 |
Avg Daily Profit (%) | -0.2587 | 0.0724 | -0.3311 | 0.2317 | 0.1952 | 0.2066 |
Buy And Hold Return (%) | 367.2431 | 367.2431 | 367.2431 | 367.2431 | 367.2431 | 367.2431 |
Max Trade Drawdown | -944080 | -35532 | -969791 | -10825199 | -1931762 | -8893437 |
Profit Factor | 0.4932 | 3.2237 | 0.3071 | 2.2115 | 3.1628 | 1.9046 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 44 | 24 | 20 | 44 | 23 | 21 |
Losing Trades | 17 | 7 | 10 | 17 | 8 | 9 |
Profitability (%) | 72.1311 | 77.4194 | 66.6667 | 72.1311 | 74.1935 | 70 |
Ratio Avg Win / Avg Loss | 0.1905 | 0.9403 | 0.1535 | 0.8544 | 1.1001 | 0.8162 |
Largest Winning Trade | 56774 | 48151 | 56774 | 4046669 | 2337675 | 4046669 |
Largest Losing Trade | -669501 | -26566 | -669501 | -8744583 | -1236979 | -8744583 |
Avg Bars in Trades | 71 | 14 | 131 | 71 | 14 | 131 |
Avg Bars in Winners | 55 | 14 | 105 | 66 | 14 | 124 |
Avg Bars in Losers | 113 | 14 | 182 | 84 | 14 | 146 |
Bars Traded | 4374 | 438 | 3935 | 4374 | 438 | 3935 |
Profit Streak | 412.5624 | 412.5624 | 434.5624 | 412.5624 | 412.5624 | 434.5624 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742359 | -253421 | -577234 | -151842 | 638514 | 464659 |
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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) |
---|