Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -162323.3834 | 332851.4284 | -495174.8118 | 8488615.3172 | 2535579.6717 | 5953035.6455 |
Total P&L (%) | -162.3234 | 332.8514 | -495.1748 | 8488.6153 | 2535.5797 | 5953.0356 |
Avg Daily Profit (%) | -0.0749 | 0.1536 | -0.2285 | 0.2057 | 0.1511 | 0.1895 |
Buy And Hold Return (%) | 310.3107 | 310.3107 | 310.3107 | 310.3107 | 310.3107 | 310.3107 |
Max Trade Drawdown | -506928 | -102533 | -628121 | -3016677 | -1745441 | -1568734 |
Profit Factor | 0.8478 | 2.3863 | 0.4008 | 2.2575 | 1.7075 | 2.8801 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 48 | 21 | 27 | 50 | 26 | 24 |
Losing Trades | 42 | 24 | 18 | 40 | 19 | 21 |
Profitability (%) | 53.3333 | 46.6667 | 60 | 55.5556 | 57.7778 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.7418 | 2.7271 | 0.2672 | 1.806 | 1.2478 | 2.5201 |
Largest Winning Trade | 135165 | 135165 | 36728 | 3509700 | 1712461 | 3509700 |
Largest Losing Trade | -420233 | -48597 | -420233 | -967001 | -835135 | -967001 |
Avg Bars in Trades | 39 | 32 | 46 | 39 | 32 | 46 |
Avg Bars in Winners | 26 | 28 | 24 | 44 | 44 | 44 |
Avg Bars in Losers | 54 | 36 | 78 | 33 | 16 | 48 |
Bars Traded | 3547 | 1475 | 2071 | 3547 | 1475 | 2071 |
Profit Streak | 265.3534 | 0 | 350.8534 | 265.3534 | 0 | 350.8534 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579516 | -132639 | -578032 | 501596 | 389468 | 551803 |
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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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