Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -526367.2921 | 96116.0237 | -622483.3158 | 1608293.8161 | -2394515.2261 | 4002809.0422 |
Total P&L (%) | -526.3673 | 96.116 | -622.4833 | 1608.2938 | -2394.5152 | 4002.809 |
Avg Daily Profit (%) | -0.2792 | 0.051 | -0.3302 | 0.1507 | 0 | 0.1972 |
Buy And Hold Return (%) | 281.8841 | 281.8841 | 281.8841 | 281.8841 | 281.8841 | 281.8841 |
Max Trade Drawdown | -699417 | -106226 | -719391 | -3311072 | -2920250 | -1819967 |
Profit Factor | 0.4495 | 1.6089 | 0.2202 | 1.2768 | 0.373 | 3.0106 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 58 | 29 | 29 | 44 | 21 | 23 |
Losing Trades | 9 | 5 | 4 | 23 | 13 | 10 |
Profitability (%) | 86.5672 | 85.2941 | 87.8788 | 65.6716 | 61.7647 | 69.697 |
Ratio Avg Win / Avg Loss | 0.0697 | 0.2774 | 0.0304 | 0.6674 | 0.2309 | 1.309 |
Largest Winning Trade | 30322 | 30322 | 14999 | 4988901 | 301046 | 4988901 |
Largest Losing Trade | -627291 | -64922 | -627291 | -1426317 | -1426317 | -826284 |
Avg Bars in Trades | 52 | 63 | 40 | 52 | 63 | 40 |
Avg Bars in Winners | 15 | 10 | 21 | 19 | 10 | 28 |
Avg Bars in Losers | 289 | 375 | 181 | 114 | 150 | 67 |
Bars Traded | 3512 | 2173 | 1339 | 3512 | 2173 | 1339 |
Profit Streak | 82.0293 | 82.0293 | 539.0293 | 82.0293 | 82.0293 | 539.0293 |
Trades During Streak | 10 | 5 | 10 | 10 | 5 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -695609 | -284485 | -574693 | -112298 | -577812 | 598906 |
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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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