Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -174505.0535 | 142980.8371 | -317485.8906 | 1291266.256 | -440584.4417 | 1731850.6977 |
Total P&L (%) | -174.5051 | 142.9808 | -317.4859 | 1291.2663 | -440.5844 | 1731.8507 |
Avg Daily Profit (%) | -0.0969 | 0.0794 | -0.1764 | 0.1464 | 0 | 0.1617 |
Buy And Hold Return (%) | 284.7095 | 284.7095 | 284.7095 | 284.7095 | 284.7095 | 284.7095 |
Max Trade Drawdown | -570136 | -115083 | -552967 | -1882491 | -1671420 | -320896 |
Profit Factor | 0.7987 | 1.5767 | 0.4869 | 1.3961 | 0.8291 | 3.5364 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 23 | 22 | 47 | 23 | 24 |
Losing Trades | 27 | 13 | 14 | 25 | 13 | 12 |
Profitability (%) | 62.5 | 63.8889 | 61.1111 | 65.2778 | 63.8889 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.4792 | 0.8912 | 0.3099 | 0.7426 | 0.4686 | 1.7682 |
Largest Winning Trade | 57535 | 57535 | 48035 | 903285 | 903285 | 654195 |
Largest Losing Trade | -300448 | -68441 | -300448 | -1537559 | -1537559 | -248912 |
Avg Bars in Trades | 45 | 46 | 45 | 45 | 46 | 45 |
Avg Bars in Winners | 24 | 18 | 31 | 29 | 22 | 35 |
Avg Bars in Losers | 80 | 94 | 67 | 77 | 88 | 65 |
Bars Traded | 3295 | 1660 | 1635 | 3295 | 1660 | 1635 |
Profit Streak | 79.0102 | 84.0102 | 79.0102 | 79.0102 | 84.0102 | 79.0102 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661241 | -249804 | -578376 | -80069 | -578018 | 609921 |
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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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