Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -309142.4773 | 92423.239 | -401565.7163 | 1483296.0916 | -189511.9781 | 1672808.0696 |
Total P&L (%) | -309.1425 | 92.4232 | -401.5657 | 1483.2961 | -189.512 | 1672.8081 |
Avg Daily Profit (%) | -0.1702 | 0.0509 | -0.2211 | 0.1522 | 0 | 0.1584 |
Buy And Hold Return (%) | 175.7576 | 175.7576 | 175.7576 | 175.7576 | 175.7576 | 175.7576 |
Max Trade Drawdown | -597770 | -126770 | -596536 | -792610 | -931120 | -383921 |
Profit Factor | 0.6491 | 1.3631 | 0.3591 | 1.7025 | 0.8854 | 4.6522 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 56 | 27 | 29 | 54 | 25 | 29 |
Losing Trades | 16 | 9 | 7 | 18 | 11 | 7 |
Profitability (%) | 77.7778 | 75 | 80.5556 | 75 | 69.4444 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.1855 | 0.4544 | 0.0867 | 0.5675 | 0.3896 | 1.1229 |
Largest Winning Trade | 29133 | 29133 | 18947 | 974192 | 198669 | 974192 |
Largest Losing Trade | -328585 | -73617 | -328585 | -792610 | -792610 | -353632 |
Avg Bars in Trades | 91 | 92 | 89 | 91 | 92 | 89 |
Avg Bars in Winners | 39 | 32 | 46 | 51 | 29 | 70 |
Avg Bars in Losers | 271 | 272 | 269 | 211 | 236 | 171 |
Bars Traded | 6566 | 3329 | 3237 | 6566 | 3329 | 3237 |
Profit Streak | 112.0439 | 163.0439 | 112.0439 | 112.0439 | 163.0439 | 112.0439 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659140 | -287291 | -575447 | -70645 | -576848 | 699897 |
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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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