Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -298388.2291 | 81859.5887 | -380247.8178 | 2069808.5665 | 371464.0301 | 1698344.5364 |
Total P&L (%) | -298.3882 | 81.8596 | -380.2478 | 2069.8086 | 371.464 | 1698.3445 |
Avg Daily Profit (%) | -0.1641 | 0.045 | -0.2092 | 0.1694 | 0.0853 | 0.1591 |
Buy And Hold Return (%) | 15.7499 | 15.7499 | 15.7499 | 15.7499 | 15.7499 | 15.7499 |
Max Trade Drawdown | -563435 | -129515 | -590752 | -947437 | -947437 | -171935 |
Profit Factor | 0.6564 | 1.3552 | 0.404 | 2.3276 | 1.2761 | 8.9453 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 72 | 36 | 36 | 64 | 30 | 34 |
Losing Trades | 16 | 8 | 8 | 24 | 14 | 10 |
Profitability (%) | 81.8182 | 81.8182 | 81.8182 | 72.7273 | 68.1818 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.1459 | 0.3012 | 0.0898 | 0.8728 | 0.5955 | 2.631 |
Largest Winning Trade | 39407 | 39407 | 20613 | 532414 | 470812 | 532414 |
Largest Losing Trade | -354004 | -69963 | -354004 | -947437 | -947437 | -155807 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 14 | 7 | 21 | 20 | 5 | 33 |
Avg Bars in Losers | 136 | 162 | 111 | 81 | 101 | 53 |
Bars Traded | 3236 | 1575 | 1661 | 3236 | 1575 | 1661 |
Profit Streak | 157.3799 | 157.3799 | 561.8799 | 157.3799 | 157.3799 | 561.8799 |
Trades During Streak | 13 | 6 | 18 | 13 | 6 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574567 | -129651 | -575110 | 522781 | -76902 | 768728 |
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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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