Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -428798.3162 | 59594.3081 | -488392.6242 | 713797.9719 | 1586963.0112 | -873165.0393 |
Total P&L (%) | -428.7983 | 59.5943 | -488.3926 | 713.798 | 1586.963 | -873.165 |
Avg Daily Profit (%) | -0.2352 | 0.0327 | -0.2678 | 0.115 | 0.1551 | 0 |
Buy And Hold Return (%) | 265.2691 | 265.2691 | 265.2691 | 265.2691 | 265.2691 | 265.2691 |
Max Trade Drawdown | -695083 | -89172 | -631724 | -2865231 | -896505 | -2289817 |
Profit Factor | 0.5868 | 1.2849 | 0.4106 | 1.1025 | 1.8476 | 0.8286 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 19 | 19 | 32 | 20 | 12 |
Losing Trades | 25 | 13 | 12 | 31 | 12 | 19 |
Profitability (%) | 60.3175 | 59.375 | 61.2903 | 50.7937 | 62.5 | 38.7097 |
Ratio Avg Win / Avg Loss | 0.3861 | 0.8791 | 0.2593 | 1.068 | 1.1086 | 1.3119 |
Largest Winning Trade | 47950 | 45512 | 47950 | 1601627 | 1601627 | 1519507 |
Largest Losing Trade | -404133 | -74330 | -404133 | -1919090 | -779044 | -1919090 |
Avg Bars in Trades | 50 | 35 | 65 | 50 | 35 | 65 |
Avg Bars in Winners | 33 | 27 | 39 | 47 | 36 | 66 |
Avg Bars in Losers | 76 | 48 | 106 | 53 | 35 | 64 |
Bars Traded | 3172 | 1149 | 2023 | 3172 | 1149 | 2023 |
Profit Streak | 94.7401 | 188.2401 | 0 | 94.7401 | 188.2401 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729881 | -314913 | -579354 | -300529 | 415668 | -583541 |
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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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