Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -539307.067 | 201021.6989 | -740328.766 | -34260.9104 | -1637479.5552 | 1603218.6448 |
Total P&L (%) | -539.3071 | 201.0217 | -740.3288 | -34.2609 | -1637.4796 | 1603.2186 |
Avg Daily Profit (%) | -0.3007 | 0.1121 | -0.4128 | -0.0234 | 0 | 0.1582 |
Buy And Hold Return (%) | 215.2911 | 215.2911 | 215.2911 | 215.2911 | 215.2911 | 215.2911 |
Max Trade Drawdown | -740573 | -223056 | -622279 | -2083796 | -2175688 | -459968 |
Profit Factor | 0.6034 | 1.5462 | 0.2536 | 0.9908 | 0.4057 | 2.6485 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 17 | 24 | 43 | 16 | 27 |
Losing Trades | 35 | 21 | 14 | 33 | 22 | 11 |
Profitability (%) | 53.9474 | 44.7368 | 63.1579 | 56.5789 | 42.1053 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.5151 | 1.91 | 0.1479 | 0.7604 | 0.5578 | 1.079 |
Largest Winning Trade | 233457 | 233457 | 32081 | 1546177 | 475386 | 1546177 |
Largest Losing Trade | -583774 | -61931 | -583774 | -980816 | -980816 | -302773 |
Avg Bars in Trades | 90 | 81 | 100 | 90 | 81 | 100 |
Avg Bars in Winners | 76 | 49 | 96 | 84 | 58 | 99 |
Avg Bars in Losers | 107 | 106 | 108 | 99 | 97 | 103 |
Bars Traded | 6905 | 3080 | 3825 | 6905 | 3080 | 3825 |
Profit Streak | 24.6535 | 26.4035 | 24.6535 | 24.6535 | 26.4035 | 24.6535 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633017 | -207932 | -578515 | -632398 | -583293 | 536647 |
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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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