Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -640619.7254 | 17108.2773 | -657728.0027 | 3593757.3307 | 801496.4113 | 2792260.9194 |
Total P&L (%) | -640.6197 | 17.1083 | -657.728 | 3593.7573 | 801.4964 | 2792.2609 |
Avg Daily Profit (%) | -0.3514 | 0.0094 | -0.3608 | 0.1982 | 0.1207 | 0.1848 |
Buy And Hold Return (%) | 1025.2852 | 1025.2852 | 1025.2852 | 1025.2852 | 1025.2852 | 1025.2852 |
Max Trade Drawdown | -736127 | -46275 | -713796 | -1129780 | -170563 | -1247558 |
Profit Factor | 0.3852 | 1.2298 | 0.3202 | 2.2025 | 3.0946 | 2.0715 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 52 | 25 | 27 | 42 | 28 | 14 |
Losing Trades | 37 | 20 | 17 | 47 | 17 | 30 |
Profitability (%) | 58.427 | 55.5556 | 61.3636 | 47.191 | 62.2222 | 31.8182 |
Ratio Avg Win / Avg Loss | 0.2741 | 0.9838 | 0.2016 | 2.4647 | 1.8789 | 4.439 |
Largest Winning Trade | 58639 | 11263 | 58639 | 2874944 | 219136 | 2874944 |
Largest Losing Trade | -569878 | -12753 | -569878 | -680872 | -64489 | -680872 |
Avg Bars in Trades | 91 | 9 | 175 | 91 | 9 | 175 |
Avg Bars in Winners | 57 | 11 | 99 | 80 | 8 | 224 |
Avg Bars in Losers | 140 | 8 | 295 | 101 | 11 | 152 |
Bars Traded | 8160 | 442 | 7718 | 8160 | 442 | 7718 |
Profit Streak | 236.6124 | 424.7791 | 236.6124 | 236.6124 | 424.7791 | 236.6124 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578046 | -345678 | -578273 | 363543 | -188050 | 88164 |
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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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