Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -450356.6142 | 107371.3378 | -557727.952 | 410871.622 | -1621022.919 | 2031894.5411 |
Total P&L (%) | -450.3566 | 107.3713 | -557.728 | 410.8716 | -1621.0229 | 2031.8945 |
Avg Daily Profit (%) | -0.2426 | 0.0578 | -0.3004 | 0.0879 | 0 | 0.1649 |
Buy And Hold Return (%) | 67.0634 | 67.0634 | 67.0634 | 67.0634 | 67.0634 | 67.0634 |
Max Trade Drawdown | -205887 | -120729 | -183616 | -2706586 | -2562879 | -1555586 |
Profit Factor | 0.5661 | 1.4362 | 0.2957 | 1.0542 | 0.6617 | 1.7296 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 19 | 18 | 35 | 19 | 16 |
Losing Trades | 38 | 18 | 20 | 40 | 18 | 22 |
Profitability (%) | 49.3333 | 51.3514 | 47.3684 | 46.6667 | 51.3514 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.5814 | 1.3606 | 0.3285 | 1.2048 | 0.6269 | 2.3782 |
Largest Winning Trade | 88082 | 88082 | 67635 | 3466417 | 1336106 | 3466417 |
Largest Losing Trade | -510500 | -67401 | -510500 | -1194763 | -1194763 | -531592 |
Avg Bars in Trades | 46 | 43 | 50 | 46 | 43 | 50 |
Avg Bars in Winners | 46 | 47 | 44 | 39 | 30 | 51 |
Avg Bars in Losers | 47 | 37 | 55 | 52 | 56 | 50 |
Bars Traded | 3513 | 1591 | 1922 | 3513 | 1591 | 1922 |
Profit Streak | 22.888 | 37.888 | 22.888 | 22.888 | 37.888 | 22.888 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -641276 | -123599 | -581241 | -298615 | -580052 | 306226 |
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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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