Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -543782.4851 | -8677.9959 | -535104.4893 | 2104392.2928 | 363864.2737 | 1740528.0192 |
Total P&L (%) | -543.7825 | -8.678 | -535.1045 | 2104.3923 | 363.8643 | 1740.528 |
Avg Daily Profit (%) | -0.2991 | -0.0048 | -0.2943 | 0.1703 | 0.0844 | 0.1603 |
Buy And Hold Return (%) | 256.7456 | 256.7456 | 256.7456 | 256.7456 | 256.7456 | 256.7456 |
Max Trade Drawdown | -723819 | -98949 | -676073 | -1032944 | -939693 | -429440 |
Profit Factor | 0.5467 | 0.9665 | 0.4309 | 1.5368 | 1.2031 | 1.8178 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 49 | 22 | 27 | 43 | 25 | 18 |
Losing Trades | 34 | 20 | 14 | 40 | 17 | 23 |
Profitability (%) | 59.0361 | 52.381 | 65.8537 | 51.8072 | 59.5238 | 43.9024 |
Ratio Avg Win / Avg Loss | 0.3793 | 0.8787 | 0.2234 | 1.4296 | 0.8181 | 2.3227 |
Largest Winning Trade | 38702 | 31901 | 38702 | 946114 | 271821 | 946114 |
Largest Losing Trade | -489514 | -39249 | -489514 | -496364 | -496364 | -429440 |
Avg Bars in Trades | 57 | 29 | 86 | 57 | 29 | 86 |
Avg Bars in Winners | 39 | 23 | 52 | 62 | 32 | 105 |
Avg Bars in Losers | 83 | 36 | 151 | 51 | 25 | 71 |
Bars Traded | 4785 | 1239 | 3546 | 4785 | 1239 | 3546 |
Profit Streak | 30.5218 | 105.1885 | 0 | 30.5218 | 105.1885 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580066 | -578793 | -578687 | 317222 | -115465 | 311923 |
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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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