Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -266983.379 | 122591.3049 | -389574.6839 | 5325964.2981 | 315761.425 | 5010202.8731 |
Total P&L (%) | -266.9834 | 122.5913 | -389.5747 | 5325.9643 | 315.7614 | 5010.2029 |
Avg Daily Profit (%) | -0.1067 | 0.049 | -0.1557 | 0.1598 | 0.057 | 0.1574 |
Buy And Hold Return (%) | 340.883 | 340.883 | 340.883 | 340.883 | 340.883 | 340.883 |
Max Trade Drawdown | -438953 | -40254 | -496119 | -2097442 | -776169 | -1401986 |
Profit Factor | 0.6831 | 2.141 | 0.47 | 3.0246 | 1.3195 | 4.051 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 63 | 31 | 32 | 33 | 18 | 15 |
Losing Trades | 19 | 10 | 9 | 49 | 23 | 26 |
Profitability (%) | 76.8293 | 75.6098 | 78.0488 | 40.2439 | 43.9024 | 36.5854 |
Ratio Avg Win / Avg Loss | 0.206 | 0.6907 | 0.1322 | 4.4911 | 1.686 | 7.0218 |
Largest Winning Trade | 37554 | 21897 | 37554 | 4576445 | 490179 | 4576445 |
Largest Losing Trade | -375435 | -22592 | -375435 | -276253 | -272251 | -276253 |
Avg Bars in Trades | 85 | 46 | 123 | 85 | 46 | 123 |
Avg Bars in Winners | 50 | 22 | 78 | 73 | 52 | 99 |
Avg Bars in Losers | 199 | 122 | 286 | 92 | 42 | 137 |
Bars Traded | 6983 | 1909 | 5074 | 6983 | 1909 | 5074 |
Profit Streak | 227.4575 | 989.1242 | 227.4575 | 349.7908 | 349.7908 | 350.7908 |
Trades During Streak | 9 | 16 | 4 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -584299 | -287108 | -575726 | 85756 | -282254 | 395071 |
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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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