Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -374626.4012 | 77963.883 | -452590.2841 | 7123738.6827 | 2709959.4188 | 4413779.2639 |
Total P&L (%) | -374.6264 | 77.9639 | -452.5903 | 7123.7387 | 2709.9594 | 4413.7793 |
Avg Daily Profit (%) | -0.2064 | 0.043 | -0.2494 | 0.2361 | 0.184 | 0.2101 |
Buy And Hold Return (%) | 739.3326 | 739.3326 | 739.3326 | 739.3326 | 739.3326 | 739.3326 |
Max Trade Drawdown | -603552 | -70257 | -589194 | -968758 | -252712 | -1107967 |
Profit Factor | 0.5617 | 1.7802 | 0.4003 | 3.7805 | 4.5394 | 3.457 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 58 | 26 | 32 | 44 | 26 | 18 |
Losing Trades | 17 | 12 | 5 | 31 | 12 | 19 |
Profitability (%) | 77.3333 | 68.4211 | 86.4865 | 58.6667 | 68.4211 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.1646 | 0.8217 | 0.0626 | 2.6635 | 2.0951 | 3.6491 |
Largest Winning Trade | 22182 | 19034 | 22182 | 1831441 | 770242 | 1831441 |
Largest Losing Trade | -437841 | -63482 | -437841 | -570854 | -252712 | -570854 |
Avg Bars in Trades | 38 | 9 | 69 | 38 | 9 | 69 |
Avg Bars in Winners | 21 | 3 | 35 | 32 | 11 | 62 |
Avg Bars in Losers | 99 | 21 | 287 | 48 | 6 | 75 |
Bars Traded | 2924 | 361 | 2563 | 2924 | 361 | 2563 |
Profit Streak | 179.9952 | 180.4952 | 179.9952 | 179.9952 | 180.4952 | 179.9952 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636768 | -296649 | -574896 | -43163 | 608428 | 535897 |
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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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