Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -361956.7007 | 73165.7861 | -435122.4868 | 1779409.5333 | 771438.2465 | 1007971.2868 |
Total P&L (%) | -361.9567 | 73.1658 | -435.1225 | 1779.4095 | 771.4382 | 1007.9713 |
Avg Daily Profit (%) | -0.4108 | 0.083 | -0.4939 | 0.3335 | 0.246 | 0.2734 |
Buy And Hold Return (%) | 307.7959 | 307.7959 | 307.7959 | 307.7959 | 307.7959 | 307.7959 |
Max Trade Drawdown | -544007 | -45639 | -524274 | -328476 | -95848 | -371701 |
Profit Factor | 0.4811 | 1.6112 | 0.247 | 3.4988 | 3.3519 | 3.6242 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 38 | 15 | 23 | 32 | 15 | 17 |
Losing Trades | 19 | 13 | 6 | 25 | 13 | 12 |
Profitability (%) | 66.6667 | 53.5714 | 79.3103 | 56.1404 | 53.5714 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.2406 | 1.3964 | 0.0644 | 2.7334 | 2.905 | 2.5582 |
Largest Winning Trade | 35396 | 35396 | 17148 | 651685 | 282758 | 651685 |
Largest Losing Trade | -303007 | -28585 | -303007 | -290748 | -95848 | -290748 |
Avg Bars in Trades | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Winners | 28 | 44 | 17 | 45 | 47 | 44 |
Avg Bars in Losers | 68 | 35 | 139 | 36 | 32 | 40 |
Bars Traded | 2368 | 1130 | 1238 | 2368 | 1130 | 1238 |
Profit Streak | 61.1927 | 61.1927 | 64.8594 | 61.1927 | 61.1927 | 64.8594 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756725 | -265945 | -576061 | -162253 | -8742 | 526270 |
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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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