Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -278061.6154 | 96597.4662 | -374659.0816 | 1264508.8046 | 36599.4711 | 1227909.3335 |
Total P&L (%) | -278.0616 | 96.5975 | -374.6591 | 1264.5088 | 36.5995 | 1227.9093 |
Avg Daily Profit (%) | -0.1538 | 0.0534 | -0.2073 | 0.1447 | 0.0173 | 0.1432 |
Buy And Hold Return (%) | 56.5697 | 56.5697 | 56.5697 | 56.5697 | 56.5697 | 56.5697 |
Max Trade Drawdown | -612536 | -99094 | -598395 | -654007 | -604339 | -195762 |
Profit Factor | 0.694 | 1.3889 | 0.4327 | 1.8898 | 1.0329 | 4.9719 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 19 | 23 | 40 | 18 | 22 |
Losing Trades | 26 | 15 | 11 | 28 | 16 | 12 |
Profitability (%) | 61.7647 | 55.8824 | 67.6471 | 58.8235 | 52.9412 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.4296 | 1.0965 | 0.207 | 1.3228 | 0.9181 | 2.712 |
Largest Winning Trade | 50265 | 45554 | 50265 | 477424 | 300068 | 477424 |
Largest Losing Trade | -347215 | -65548 | -347215 | -604339 | -604339 | -157041 |
Avg Bars in Trades | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Winners | 31 | 30 | 32 | 33 | 25 | 39 |
Avg Bars in Losers | 75 | 80 | 68 | 70 | 83 | 52 |
Bars Traded | 3294 | 1795 | 1499 | 3294 | 1795 | 1499 |
Profit Streak | 147.1255 | 151.6255 | 147.1255 | 147.1255 | 151.6255 | 147.1255 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691308 | -127662 | -577156 | -107905 | -519850 | 343348 |
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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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