Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -224252.8933 | 112591.8202 | -336844.7135 | 2736524.8116 | 322048.9026 | 2414475.909 |
Total P&L (%) | -224.2529 | 112.5918 | -336.8447 | 2736.5248 | 322.0489 | 2414.4759 |
Avg Daily Profit (%) | -0.1193 | 0.0599 | -0.1792 | 0.1781 | 0.0766 | 0.1717 |
Buy And Hold Return (%) | 224.9252 | 224.9252 | 224.9252 | 224.9252 | 224.9252 | 224.9252 |
Max Trade Drawdown | -363604 | -96509 | -418000 | -2386109 | -981484 | -2060658 |
Profit Factor | 0.6794 | 1.7779 | 0.3927 | 1.5107 | 1.1203 | 1.9 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 62 | 29 | 33 | 44 | 23 | 21 |
Losing Trades | 14 | 9 | 5 | 32 | 15 | 17 |
Profitability (%) | 81.5789 | 76.3158 | 86.8421 | 57.8947 | 60.5263 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.1534 | 0.5518 | 0.0595 | 1.0987 | 0.7307 | 1.5381 |
Largest Winning Trade | 48657 | 48657 | 19358 | 3639454 | 940937 | 3639454 |
Largest Losing Trade | -313602 | -50953 | -313602 | -762019 | -676127 | -762019 |
Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Winners | 13 | 16 | 10 | 49 | 55 | 43 |
Avg Bars in Losers | 197 | 162 | 259 | 43 | 45 | 42 |
Bars Traded | 3577 | 1942 | 1635 | 3577 | 1942 | 1635 |
Profit Streak | 44.0764 | 175.0764 | 44.0764 | 44.0764 | 175.0764 | 44.0764 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628692 | -273330 | -575223 | -41712 | -209141 | 471080 |
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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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