Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -409548.3298 | 68181.5811 | -477729.9109 | 2689541.4291 | 108757.3356 | 2580784.0935 |
Total P&L (%) | -409.5483 | 68.1816 | -477.7299 | 2689.5414 | 108.7573 | 2580.7841 |
Avg Daily Profit (%) | -0.226 | 0.0376 | -0.2636 | 0.1838 | 0.0406 | 0.1816 |
Buy And Hold Return (%) | 211.7992 | 211.7992 | 211.7992 | 211.7992 | 211.7992 | 211.7992 |
Max Trade Drawdown | -715259 | -125650 | -685958 | -2166000 | -1937319 | -270620 |
Profit Factor | 0.6317 | 1.2302 | 0.4143 | 1.7811 | 1.0431 | 3.8031 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 46 | 22 | 24 | 46 | 21 | 25 |
Losing Trades | 32 | 17 | 15 | 32 | 18 | 14 |
Profitability (%) | 58.9744 | 56.4103 | 61.5385 | 58.9744 | 53.8462 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.4394 | 0.9506 | 0.259 | 1.2391 | 0.8941 | 2.1297 |
Largest Winning Trade | 43754 | 43754 | 27893 | 744808 | 640880 | 744808 |
Largest Losing Trade | -362429 | -64417 | -362429 | -1262257 | -1262257 | -270620 |
Avg Bars in Trades | 62 | 58 | 65 | 62 | 58 | 65 |
Avg Bars in Winners | 43 | 36 | 51 | 49 | 33 | 63 |
Avg Bars in Losers | 88 | 88 | 89 | 80 | 88 | 70 |
Bars Traded | 4869 | 2296 | 2573 | 4869 | 2296 | 2573 |
Profit Streak | 64.7679 | 155.1013 | 64.7679 | 64.7679 | 155.1013 | 64.7679 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616674 | -308198 | -578289 | -25729 | -477289 | 634279 |
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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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