Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -435729.9845 | 152076.8476 | -587806.8321 | 941401.5277 | -4083936.8087 | 5025338.3364 |
Total P&L (%) | -435.73 | 152.0768 | -587.8068 | 941.4015 | -4083.9368 | 5025.3383 |
Avg Daily Profit (%) | -0.2316 | 0.0808 | -0.3125 | 0.1246 | 0 | 0.2095 |
Buy And Hold Return (%) | 302.4306 | 302.4306 | 302.4306 | 302.4306 | 302.4306 | 302.4306 |
Max Trade Drawdown | -619859 | -95689 | -677281 | -4237315 | -4345039 | -2033425 |
Profit Factor | 0.6162 | 1.6558 | 0.3494 | 1.0894 | 0.4141 | 2.4112 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 108 | 55 | 53 | 92 | 44 | 48 |
Losing Trades | 57 | 27 | 30 | 73 | 38 | 35 |
Profitability (%) | 65.4545 | 67.0732 | 63.8554 | 55.7576 | 53.6585 | 57.8313 |
Ratio Avg Win / Avg Loss | 0.3252 | 0.8128 | 0.1978 | 0.8644 | 0.3576 | 1.7582 |
Largest Winning Trade | 31783 | 23666 | 31783 | 5781169 | 368114 | 5781169 |
Largest Losing Trade | -598057 | -76442 | -598057 | -2635494 | -2635494 | -584606 |
Avg Bars in Trades | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Winners | 7 | 7 | 7 | 9 | 6 | 12 |
Avg Bars in Losers | 48 | 64 | 34 | 36 | 48 | 23 |
Bars Traded | 3559 | 2162 | 1397 | 3559 | 2162 | 1397 |
Profit Streak | 13.759 | 52.259 | 13.759 | 13.759 | 52.259 | 13.759 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576555 | -250541 | -578159 | -150099 | -582909 | 513832 |
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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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