Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -322246.9939 | 92939.4621 | -415186.456 | 6550792.1786 | 2818016.6625 | 3732775.5161 |
Total P&L (%) | -322.247 | 92.9395 | -415.1865 | 6550.7922 | 2818.0167 | 3732.7755 |
Avg Daily Profit (%) | -0.3621 | 0.1044 | -0.4665 | 0.4727 | 0.3798 | 0.4105 |
Buy And Hold Return (%) | 356.1445 | 356.1445 | 356.1445 | 356.1445 | 356.1445 | 356.1445 |
Max Trade Drawdown | -525478 | -6113 | -548430 | -1778658 | -254551 | -1778658 |
Profit Factor | 0.5219 | 5.8159 | 0.3659 | 3.1997 | 8.3551 | 2.4385 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 58 | 27 | 31 | 40 | 19 | 21 |
Losing Trades | 10 | 7 | 3 | 28 | 15 | 13 |
Profitability (%) | 85.2941 | 79.4118 | 91.1765 | 58.8235 | 55.8824 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.09 | 1.5078 | 0.0354 | 2.2398 | 6.5961 | 1.5095 |
Largest Winning Trade | 17168 | 16155 | 17168 | 2816423 | 1128528 | 2816423 |
Largest Losing Trade | -421455 | -6113 | -421455 | -1778658 | -254551 | -1778658 |
Avg Bars in Trades | 43 | 8 | 78 | 43 | 8 | 78 |
Avg Bars in Winners | 19 | 6 | 31 | 36 | 6 | 63 |
Avg Bars in Losers | 181 | 15 | 568 | 52 | 9 | 102 |
Bars Traded | 2952 | 280 | 2672 | 2952 | 280 | 2672 |
Profit Streak | 110.3692 | 208.6192 | 0 | 110.3692 | 208.6192 | 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 | -689311 | -205523 | -575819 | -95309 | 737457 | 575687 |
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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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