Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -513170.3043 | 283963.5994 | -797133.9037 | 4443547.8965 | -1577395.6633 | 6020943.5598 |
Total P&L (%) | -513.1703 | 283.9636 | -797.1339 | 4443.5479 | -1577.3957 | 6020.9436 |
Avg Daily Profit (%) | -0.281 | 0.1555 | -0.4365 | 0.2092 | 0 | 0.2256 |
Buy And Hold Return (%) | 765.0638 | 765.0638 | 765.0638 | 765.0638 | 765.0638 | 765.0638 |
Max Trade Drawdown | -725798 | -77854 | -838363 | -3869313 | -4608689 | -2713583 |
Profit Factor | 0.6425 | 2.0491 | 0.3155 | 1.296 | 0.8248 | 2.0023 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 15 | 22 | 37 | 20 | 17 |
Losing Trades | 39 | 23 | 16 | 39 | 18 | 21 |
Profitability (%) | 48.6842 | 39.4737 | 57.8947 | 48.6842 | 52.6316 | 44.7368 |
Ratio Avg Win / Avg Loss | 0.6772 | 3.1419 | 0.2295 | 1.3661 | 0.7423 | 2.4734 |
Largest Winning Trade | 103256 | 103256 | 51111 | 5826458 | 1562110 | 5826458 |
Largest Losing Trade | -715778 | -41246 | -715778 | -1678642 | -1678642 | -1312687 |
Avg Bars in Trades | 46 | 52 | 39 | 46 | 52 | 39 |
Avg Bars in Winners | 43 | 62 | 31 | 46 | 48 | 45 |
Avg Bars in Losers | 48 | 46 | 50 | 45 | 57 | 34 |
Bars Traded | 3500 | 2010 | 1490 | 3500 | 2010 | 1490 |
Profit Streak | 96.2329 | 96.2329 | 189.7329 | 96.2329 | 96.2329 | 189.7329 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633668 | -157763 | -578356 | -45509 | -579465 | 410846 |
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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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