Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -436149.3721 | 57048.5673 | -493197.9394 | 1778864.7379 | 186121.9916 | 1592742.7463 |
Total P&L (%) | -436.1494 | 57.0486 | -493.1979 | 1778.8647 | 186.122 | 1592.7427 |
Avg Daily Profit (%) | -0.2423 | 0.0317 | -0.274 | 0.1631 | 0.0584 | 0.1573 |
Buy And Hold Return (%) | 208.3938 | 208.3938 | 208.3938 | 208.3938 | 208.3938 | 208.3938 |
Max Trade Drawdown | -679398 | -127141 | -671504 | -1107291 | -1107291 | -187509 |
Profit Factor | 0.5521 | 1.241 | 0.3308 | 1.9856 | 1.1219 | 6.7202 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 74 | 37 | 37 | 66 | 32 | 34 |
Losing Trades | 14 | 7 | 7 | 22 | 12 | 10 |
Profitability (%) | 84.0909 | 84.0909 | 84.0909 | 75 | 72.7273 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.1044 | 0.2348 | 0.0626 | 0.6619 | 0.4207 | 1.9765 |
Largest Winning Trade | 23211 | 23211 | 20825 | 628757 | 350985 | 628757 |
Largest Losing Trade | -383239 | -69521 | -383239 | -1107291 | -1107291 | -165711 |
Avg Bars in Trades | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Winners | 17 | 13 | 21 | 19 | 10 | 27 |
Avg Bars in Losers | 142 | 156 | 129 | 91 | 102 | 77 |
Bars Traded | 3278 | 1576 | 1703 | 3278 | 1576 | 1703 |
Profit Streak | 11.214 | 141.214 | 11.214 | 11.214 | 141.214 | 11.214 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574886 | -312509 | -575795 | 488250 | -364340 | 735551 |
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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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