Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -480095.8334 | 55715.097 | -535810.9304 | 3185615.727 | 1487190.6297 | 1698425.0973 |
Total P&L (%) | -480.0958 | 55.7151 | -535.8109 | 3185.6157 | 1487.1906 | 1698.4251 |
Avg Daily Profit (%) | -0.5468 | 0.0635 | -0.6103 | 0.3985 | 0.3154 | 0.3296 |
Buy And Hold Return (%) | 320.3677 | 320.3677 | 320.3677 | 320.3677 | 320.3677 | 320.3677 |
Max Trade Drawdown | -622865 | -17403 | -626555 | -1947189 | -259442 | -2207173 |
Profit Factor | 0.4157 | 1.8437 | 0.2909 | 1.7746 | 2.7949 | 1.5172 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 58 | 25 | 33 | 50 | 24 | 26 |
Losing Trades | 16 | 12 | 4 | 24 | 13 | 11 |
Profitability (%) | 78.3784 | 67.5676 | 89.1892 | 67.5676 | 64.8649 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.1147 | 0.885 | 0.0353 | 0.8518 | 1.5139 | 0.6419 |
Largest Winning Trade | 20416 | 20082 | 20416 | 1855694 | 582071 | 1855694 |
Largest Losing Trade | -440026 | -12600 | -440026 | -1765652 | -259442 | -1765652 |
Avg Bars in Trades | 32 | 12 | 51 | 32 | 12 | 51 |
Avg Bars in Winners | 13 | 7 | 18 | 21 | 10 | 32 |
Avg Bars in Losers | 99 | 25 | 324 | 53 | 17 | 96 |
Bars Traded | 2375 | 476 | 1899 | 2375 | 476 | 1899 |
Profit Streak | 31.2503 | 31.2503 | 32.2503 | 31.2503 | 31.2503 | 32.2503 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -644063 | -269693 | -574536 | -54365 | 572987 | 426399 |
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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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