Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -172499.6639 | 364511.3114 | -537010.9754 | -328946.1507 | -2876127.5802 | 2547181.4295 |
Total P&L (%) | -172.4997 | 364.5113 | -537.011 | -328.9462 | -2876.1276 | 2547.1814 |
Avg Daily Profit (%) | -0.0945 | 0.1997 | -0.2941 | 0 | 0 | 0.1796 |
Buy And Hold Return (%) | 762.2083 | 762.2083 | 762.2083 | 762.2083 | 762.2083 | 762.2083 |
Max Trade Drawdown | -452018 | -131589 | -540856 | -3763183 | -3817760 | -1789384 |
Profit Factor | 0.8483 | 2.0142 | 0.3098 | 0.9651 | 0.4809 | 1.6562 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 15 | 18 | 48 | 23 | 25 |
Losing Trades | 43 | 23 | 20 | 28 | 15 | 13 |
Profitability (%) | 43.4211 | 39.4737 | 47.3684 | 63.1579 | 60.5263 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.1054 | 3.0884 | 0.3442 | 0.563 | 0.3136 | 0.8612 |
Largest Winning Trade | 253255 | 253255 | 54968 | 4655372 | 463044 | 4655372 |
Largest Losing Trade | -315702 | -65203 | -315702 | -2187704 | -2187704 | -1618160 |
Avg Bars in Trades | 69 | 78 | 59 | 69 | 78 | 59 |
Avg Bars in Winners | 63 | 71 | 56 | 55 | 60 | 51 |
Avg Bars in Losers | 73 | 83 | 61 | 91 | 106 | 75 |
Bars Traded | 5251 | 2991 | 2260 | 5251 | 2991 | 2260 |
Profit Streak | 4.6154 | 7.2821 | 0 | 0 | 0 | 90.2821 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -635092 | -157731 | -581788 | -632572 | -579400 | 318094 |
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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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