Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -555924.7993 | 15213.5135 | -571138.3128 | 3106982.3671 | 500384.5245 | 2606597.8426 |
Total P&L (%) | -555.9248 | 15.2135 | -571.1383 | 3106.9824 | 500.3845 | 2606.5978 |
Avg Daily Profit (%) | -0.3062 | 0.0084 | -0.3146 | 0.1912 | 0.0988 | 0.1818 |
Buy And Hold Return (%) | 680.2121 | 680.2121 | 680.2121 | 680.2121 | 680.2121 | 680.2121 |
Max Trade Drawdown | -721865 | -70048 | -684689 | -1747303 | -1303520 | -2296675 |
Profit Factor | 0.4331 | 1.101 | 0.3119 | 1.598 | 1.2544 | 1.8073 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 60 | 27 | 33 | 36 | 18 | 18 |
Losing Trades | 19 | 13 | 6 | 43 | 22 | 21 |
Profitability (%) | 75.9494 | 67.5 | 84.6154 | 45.5696 | 45 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.1372 | 0.5301 | 0.0567 | 1.9087 | 1.5331 | 2.1085 |
Largest Winning Trade | 41823 | 41823 | 36575 | 3357641 | 970863 | 3357641 |
Largest Losing Trade | -517012 | -65940 | -517012 | -1421621 | -602538 | -1421621 |
Avg Bars in Trades | 56 | 26 | 87 | 56 | 26 | 87 |
Avg Bars in Winners | 27 | 8 | 42 | 63 | 37 | 89 |
Avg Bars in Losers | 150 | 63 | 339 | 51 | 17 | 86 |
Bars Traded | 4481 | 1055 | 3425 | 4481 | 1055 | 3425 |
Profit Streak | 172.1764 | 172.1764 | 220.843 | 172.1764 | 172.1764 | 220.843 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606974 | -454584 | -575013 | -22300 | -225845 | 319327 |
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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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