Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -549850.8037 | -8517.9917 | -541332.812 | 3283274.1244 | 693135.4815 | 2590138.6428 |
Total P&L (%) | -549.8508 | -8.518 | -541.3328 | 3283.2741 | 693.1355 | 2590.1386 |
Avg Daily Profit (%) | -0.301 | -0.0047 | -0.2963 | 0.1929 | 0.1134 | 0.1804 |
Buy And Hold Return (%) | 650.3536 | 650.3536 | 650.3536 | 650.3536 | 650.3536 | 650.3536 |
Max Trade Drawdown | -714461 | -61812 | -673312 | -1323078 | -709179 | -1403890 |
Profit Factor | 0.4595 | 0.942 | 0.378 | 1.6543 | 1.4123 | 1.7763 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 50 | 22 | 28 | 42 | 24 | 18 |
Losing Trades | 33 | 20 | 13 | 41 | 18 | 23 |
Profitability (%) | 60.241 | 52.381 | 68.2927 | 50.6024 | 57.1429 | 43.9024 |
Ratio Avg Win / Avg Loss | 0.3033 | 0.8564 | 0.1755 | 1.615 | 1.0592 | 2.2697 |
Largest Winning Trade | 43227 | 24034 | 43227 | 2632163 | 455307 | 2632163 |
Largest Losing Trade | -481954 | -56750 | -481954 | -813146 | -329553 | -813146 |
Avg Bars in Trades | 53 | 16 | 92 | 53 | 16 | 92 |
Avg Bars in Winners | 39 | 11 | 60 | 52 | 21 | 93 |
Avg Bars in Losers | 76 | 22 | 159 | 55 | 10 | 90 |
Bars Traded | 4475 | 700 | 3775 | 4475 | 700 | 3775 |
Profit Streak | 174.1755 | 174.1755 | 182.8422 | 174.1755 | 174.1755 | 182.8422 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579067 | -579179 | -577013 | 359754 | -183502 | 288802 |
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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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