Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1035536.5924 | 109077.7641 | -1144614.3566 | 3125578.2129 | -7902732.2153 | 11028310.4282 |
Total P&L (%) | -1035.5366 | 109.0778 | -1144.6144 | 3125.5782 | -7902.7322 | 11028.3104 |
Avg Daily Profit (%) | -0.5753 | 0.0606 | -0.6359 | 0.1932 | 0 | 0.2621 |
Buy And Hold Return (%) | 289.6572 | 289.6572 | 289.6572 | 289.6572 | 289.6572 | 289.6572 |
Max Trade Drawdown | -747403 | -159883 | -747403 | -12268425 | -14997687 | -1827685 |
Profit Factor | 0.3958 | 1.3417 | 0.1793 | 1.1258 | 0.6134 | 3.5013 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 33 | 15 | 18 | 33 | 14 | 19 |
Losing Trades | 24 | 13 | 11 | 24 | 14 | 10 |
Profitability (%) | 57.8947 | 53.5714 | 62.069 | 57.8947 | 50 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.2879 | 1.1628 | 0.1096 | 0.8187 | 0.6134 | 1.8428 |
Largest Winning Trade | 127437 | 127437 | 34050 | 7213272 | 7213272 | 6534538 |
Largest Losing Trade | -747403 | -69214 | -747403 | -7233853 | -7233853 | -1474833 |
Avg Bars in Trades | 60 | 70 | 49 | 60 | 70 | 49 |
Avg Bars in Winners | 34 | 38 | 30 | 36 | 35 | 37 |
Avg Bars in Losers | 96 | 108 | 81 | 92 | 106 | 73 |
Bars Traded | 3429 | 1982 | 1447 | 3429 | 1982 | 1447 |
Profit Streak | 35.1452 | 44.1452 | 35.1452 | 35.1452 | 44.1452 | 35.1452 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758262 | -297485 | -578726 | -253354 | -601279 | 639484 |
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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) |
---|