Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -480549.0758 | 14911.718 | -495460.7939 | 937446.4166 | 412362.2949 | 525084.1217 |
Total P&L (%) | -480.5491 | 14.9117 | -495.4608 | 937.4464 | 412.3623 | 525.0841 |
Avg Daily Profit (%) | -0.5442 | 0.0169 | -0.5611 | 0.2653 | 0.1852 | 0.2078 |
Buy And Hold Return (%) | 380.5492 | 380.5492 | 380.5492 | 380.5492 | 380.5492 | 380.5492 |
Max Trade Drawdown | -605244 | -46444 | -573362 | -361014 | -154122 | -402187 |
Profit Factor | 0.3583 | 1.166 | 0.2483 | 1.9116 | 2.7978 | 1.6571 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 67 | 32 | 35 | 55 | 27 | 28 |
Losing Trades | 17 | 10 | 7 | 29 | 15 | 14 |
Profitability (%) | 79.7619 | 76.1905 | 83.3333 | 65.4762 | 64.2857 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.0909 | 0.3644 | 0.0497 | 1.0079 | 1.5543 | 0.8286 |
Largest Winning Trade | 10075 | 8866 | 10075 | 527864 | 79646 | 527864 |
Largest Losing Trade | -403568 | -18788 | -403568 | -361014 | -154122 | -361014 |
Avg Bars in Trades | 38 | 22 | 54 | 38 | 22 | 54 |
Avg Bars in Winners | 8 | 8 | 9 | 24 | 16 | 31 |
Avg Bars in Losers | 154 | 69 | 276 | 65 | 34 | 98 |
Bars Traded | 3231 | 962 | 2268 | 3231 | 962 | 2268 |
Profit Streak | 7.1523 | 175.6523 | 7.1523 | 7.1523 | 175.6523 | 7.1523 |
Trades During Streak | 3 | 11 | 1 | 3 | 11 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574850 | -370337 | -575839 | 410064 | -123190 | -36264 |
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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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