Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -581116.2487 | 24934.0068 | -606050.2555 | 2695516.8665 | 1793785.0871 | 901731.7794 |
Total P&L (%) | -581.1162 | 24.934 | -606.0503 | 2695.5169 | 1793.7851 | 901.7318 |
Avg Daily Profit (%) | -0.3186 | 0.0137 | -0.3323 | 0.1828 | 0.1614 | 0.1264 |
Buy And Hold Return (%) | 750.4539 | 750.4539 | 750.4539 | 750.4539 | 750.4539 | 750.4539 |
Max Trade Drawdown | -756028 | -69024 | -731448 | -2272017 | -498698 | -2387647 |
Profit Factor | 0.4909 | 1.1613 | 0.3859 | 1.3813 | 2.0643 | 1.1675 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 59 | 29 | 30 | 49 | 25 | 24 |
Losing Trades | 36 | 19 | 17 | 46 | 23 | 23 |
Profitability (%) | 62.1053 | 60.4167 | 63.8298 | 51.5789 | 52.0833 | 51.0638 |
Ratio Avg Win / Avg Loss | 0.2995 | 0.7609 | 0.2187 | 1.2967 | 1.8992 | 1.1188 |
Largest Winning Trade | 36195 | 22510 | 36195 | 2736738 | 1323638 | 2736738 |
Largest Losing Trade | -602183 | -64203 | -602183 | -1549769 | -352144 | -1549769 |
Avg Bars in Trades | 47 | 21 | 73 | 47 | 21 | 73 |
Avg Bars in Winners | 35 | 17 | 52 | 41 | 23 | 61 |
Avg Bars in Losers | 67 | 28 | 111 | 53 | 19 | 86 |
Bars Traded | 4494 | 1041 | 3452 | 4494 | 1041 | 3452 |
Profit Streak | 200.2541 | 200.2541 | 201.2541 | 200.2541 | 200.2541 | 201.2541 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577517 | -382040 | -577543 | 280159 | 336330 | -161634 |
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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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