Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -273802.5214 | 50800.9547 | -324603.4761 | 1914836.5579 | -4197.7771 | 1919034.335 |
Total P&L (%) | -273.8025 | 50.801 | -324.6035 | 1914.8366 | -4.1978 | 1919.0343 |
Avg Daily Profit (%) | -0.1521 | 0.0282 | -0.1803 | 0.167 | -0.0024 | 0.1671 |
Buy And Hold Return (%) | 56.944 | 56.944 | 56.944 | 56.944 | 56.944 | 56.944 |
Max Trade Drawdown | -531728 | -92044 | -550667 | -1146843 | -1199183 | -299759 |
Profit Factor | 0.6452 | 1.2615 | 0.438 | 2.0031 | 0.9974 | 6.9376 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 56 | 24 | 32 | 54 | 22 | 32 |
Losing Trades | 15 | 12 | 3 | 17 | 14 | 3 |
Profitability (%) | 78.8732 | 66.6667 | 91.4286 | 76.0563 | 61.1111 | 91.4286 |
Ratio Avg Win / Avg Loss | 0.1728 | 0.6308 | 0.0411 | 0.6306 | 0.6347 | 0.6504 |
Largest Winning Trade | 23573 | 23573 | 21222 | 655331 | 352633 | 655331 |
Largest Losing Trade | -341442 | -51186 | -341442 | -1146843 | -1146843 | -294914 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 13 | 12 | 14 | 17 | 8 | 23 |
Avg Bars in Losers | 145 | 105 | 305 | 116 | 97 | 205 |
Bars Traded | 2924 | 1548 | 1376 | 2924 | 1548 | 1376 |
Profit Streak | 0 | 0 | 557.0081 | 0 | 0 | 757.0081 |
Trades During Streak | 0 | 0 | 17 | 0 | 0 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668034 | -320613 | -574254 | -78838 | -579339 | 720649 |
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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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