Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -467883.1543 | 27062.8567 | -494946.011 | 2829477.16 | 860270.4089 | 1969206.7511 |
Total P&L (%) | -467.8832 | 27.0629 | -494.946 | 2829.4772 | 860.2704 | 1969.2068 |
Avg Daily Profit (%) | -0.2568 | 0.0149 | -0.2717 | 0.1855 | 0.1242 | 0.1664 |
Buy And Hold Return (%) | 705.6897 | 705.6897 | 705.6897 | 705.6897 | 705.6897 | 705.6897 |
Max Trade Drawdown | -611184 | -67595 | -595666 | -713639 | -182764 | -832377 |
Profit Factor | 0.4608 | 1.2688 | 0.3548 | 2.3815 | 2.82 | 2.2499 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 70 | 30 | 40 | 42 | 21 | 21 |
Losing Trades | 19 | 15 | 4 | 47 | 24 | 23 |
Profitability (%) | 78.6517 | 66.6667 | 90.9091 | 47.191 | 46.6667 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.1251 | 0.6344 | 0.0355 | 2.665 | 3.2229 | 2.4642 |
Largest Winning Trade | 22479 | 13880 | 22479 | 1417952 | 316606 | 1417952 |
Largest Losing Trade | -439303 | -67595 | -439303 | -595523 | -130046 | -595523 |
Avg Bars in Trades | 49 | 13 | 85 | 49 | 13 | 85 |
Avg Bars in Winners | 25 | 6 | 40 | 49 | 20 | 79 |
Avg Bars in Losers | 135 | 28 | 537 | 49 | 7 | 92 |
Bars Traded | 4386 | 609 | 3777 | 4386 | 609 | 3777 |
Profit Streak | 87.7432 | 87.7432 | 227.0766 | 87.7432 | 87.7432 | 227.0766 |
Trades During Streak | 2 | 1 | 12 | 2 | 1 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575588 | -337490 | -574207 | 372328 | -119391 | 341033 |
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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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