Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -247424.9169 | 83286.0524 | -330710.9693 | 6422911.4708 | 1323212.0563 | 5099699.4145 |
Total P&L (%) | -247.4249 | 83.2861 | -330.711 | 6422.9115 | 1323.2121 | 5099.6994 |
Avg Daily Profit (%) | -0.1536 | 0.0517 | -0.2053 | 0.2597 | 0.165 | 0.2456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -454350 | -85537 | -454350 | -1223131 | -1272628 | -201633 |
Profit Factor | 0.7163 | 1.4911 | 0.5292 | 3.572 | 1.7427 | 8.1258 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 17 | 24 | 33 | 18 | 15 |
Losing Trades | 21 | 14 | 7 | 29 | 13 | 16 |
Profitability (%) | 66.129 | 54.8387 | 77.4194 | 53.2258 | 58.0645 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.3669 | 1.228 | 0.1544 | 3.139 | 1.2586 | 8.6676 |
Largest Winning Trade | 39004 | 39004 | 38580 | 1152806 | 1152806 | 986720 |
Largest Losing Trade | -454350 | -61056 | -454350 | -1223131 | -1223131 | -201633 |
Avg Bars in Trades | 49 | 38 | 60 | 49 | 38 | 60 |
Avg Bars in Winners | 40 | 31 | 46 | 51 | 40 | 63 |
Avg Bars in Losers | 67 | 46 | 109 | 47 | 35 | 57 |
Bars Traded | 3060 | 1188 | 1872 | 3060 | 1188 | 1872 |
Profit Streak | 162.8596 | 162.8596 | 282.8596 | 162.8596 | 162.8596 | 282.8596 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -735746 | -120683 | -575849 | -141345 | 442434 | 637284 |
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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) |
---|