Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -380486.57 | 1983.4362 | -382470.0062 | 6438438.0147 | 1190481.5366 | 5247956.4781 |
Total P&L (%) | -380.4866 | 1.9834 | -382.47 | 6438.438 | 1190.4815 | 5247.9565 |
Avg Daily Profit (%) | -0.2093 | 0.0011 | -0.2104 | 0.2302 | 0.1408 | 0.2192 |
Buy And Hold Return (%) | 198.2037 | 198.2037 | 198.2037 | 198.2037 | 198.2037 | 198.2037 |
Max Trade Drawdown | -524206 | -53412 | -505797 | -1008017 | -682036 | -911006 |
Profit Factor | 0.5544 | 1.015 | 0.47 | 2.915 | 1.8944 | 3.5838 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 50 | 24 | 26 | 38 | 20 | 18 |
Losing Trades | 27 | 15 | 12 | 39 | 19 | 20 |
Profitability (%) | 64.9351 | 61.5385 | 68.4211 | 49.3506 | 51.2821 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.2994 | 0.6344 | 0.2169 | 2.9917 | 1.7997 | 3.982 |
Largest Winning Trade | 27878 | 14732 | 27878 | 2753397 | 457464 | 2753397 |
Largest Losing Trade | -348180 | -27100 | -348180 | -528204 | -528204 | -437201 |
Avg Bars in Trades | 58 | 14 | 102 | 58 | 14 | 102 |
Avg Bars in Winners | 48 | 12 | 80 | 57 | 16 | 103 |
Avg Bars in Losers | 76 | 17 | 150 | 58 | 12 | 102 |
Bars Traded | 4476 | 569 | 3907 | 4476 | 569 | 3907 |
Profit Streak | 169.4104 | 210.4104 | 169.4104 | 169.4104 | 210.4104 | 169.4104 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623487 | -559649 | -577796 | -31313 | 4890 | 523025 |
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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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