Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -440846.0266 | 125427.0427 | -566273.0693 | 486898.8093 | -2772569.55 | 3259468.3594 |
Total P&L (%) | -440.846 | 125.427 | -566.2731 | 486.8988 | -2772.5696 | 3259.4684 |
Avg Daily Profit (%) | -0.2334 | 0.0664 | -0.2998 | 0.0937 | 0 | 0.1862 |
Buy And Hold Return (%) | 320.2314 | 320.2314 | 320.2314 | 320.2314 | 320.2314 | 320.2314 |
Max Trade Drawdown | -657876 | -120025 | -675163 | -2797106 | -3201233 | -1559567 |
Profit Factor | 0.5749 | 1.5279 | 0.2917 | 1.0752 | 0.3125 | 2.3329 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 60.2941 | 52.9412 | 67.6471 | 60.2941 | 52.9412 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.3786 | 1.3581 | 0.1395 | 0.708 | 0.2778 | 1.1157 |
Largest Winning Trade | 107311 | 107311 | 25794 | 4114212 | 233309 | 4114212 |
Largest Losing Trade | -527472 | -58513 | -527472 | -1401788 | -1310313 | -1401788 |
Avg Bars in Trades | 105 | 133 | 76 | 105 | 133 | 76 |
Avg Bars in Winners | 52 | 52 | 52 | 56 | 61 | 53 |
Avg Bars in Losers | 185 | 225 | 128 | 178 | 215 | 125 |
Bars Traded | 7161 | 4548 | 2613 | 7161 | 4548 | 2613 |
Profit Streak | 41.2325 | 66.7325 | 41.2325 | 41.2325 | 66.7325 | 41.2325 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691518 | -266764 | -577958 | -328168 | -578977 | 506575 |
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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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