Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -554244.0894 | -3043.7557 | -551200.3337 | 1055268.5098 | 496493.9173 | 558774.5925 |
Total P&L (%) | -554.2441 | -3.0438 | -551.2003 | 1055.2685 | 496.4939 | 558.7746 |
Avg Daily Profit (%) | -0.6253 | -0.0034 | -0.6219 | 0.2765 | 0.2017 | 0.2129 |
Buy And Hold Return (%) | 371.6252 | 371.6252 | 371.6252 | 371.6252 | 371.6252 | 371.6252 |
Max Trade Drawdown | -680688 | -52197 | -642936 | -1022977 | -116493 | -1015874 |
Profit Factor | 0.3529 | 0.972 | 0.263 | 1.5551 | 2.401 | 1.3613 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 111 | 50 | 61 | 95 | 46 | 49 |
Losing Trades | 23 | 17 | 6 | 39 | 21 | 18 |
Profitability (%) | 82.8358 | 74.6269 | 91.0448 | 70.8955 | 68.6567 | 73.1343 |
Ratio Avg Win / Avg Loss | 0.0731 | 0.3305 | 0.0259 | 0.6384 | 1.0961 | 0.5001 |
Largest Winning Trade | 9754 | 7429 | 9754 | 808937 | 70850 | 808937 |
Largest Losing Trade | -430037 | -17028 | -430037 | -931944 | -116493 | -931944 |
Avg Bars in Trades | 37 | 21 | 53 | 37 | 21 | 53 |
Avg Bars in Winners | 11 | 6 | 15 | 27 | 15 | 38 |
Avg Bars in Losers | 163 | 64 | 443 | 61 | 34 | 94 |
Bars Traded | 5003 | 1417 | 3586 | 5003 | 1417 | 3586 |
Profit Streak | 37.1386 | 99.1386 | 37.1386 | 37.1386 | 99.1386 | 37.1386 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574237 | -692431 | -690929 | 367950 | -162571 | -115373 |
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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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