Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -390117.5747 | 32812.478 | -422930.0526 | 1331868.1211 | -12471.5819 | 1344339.703 |
Total P&L (%) | -390.1176 | 32.8125 | -422.9301 | 1331.8681 | -12.4716 | 1344.3397 |
Avg Daily Profit (%) | -0.2155 | 0.0181 | -0.2336 | 0.1471 | -0.0074 | 0.1476 |
Buy And Hold Return (%) | 231.1772 | 231.1772 | 231.1772 | 231.1772 | 231.1772 | 231.1772 |
Max Trade Drawdown | -600982 | -116066 | -609837 | -825720 | -825720 | -203491 |
Profit Factor | 0.5569 | 1.1572 | 0.3705 | 1.7891 | 0.9899 | 3.9812 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 75 | 38 | 37 | 69 | 33 | 36 |
Losing Trades | 19 | 9 | 10 | 25 | 14 | 11 |
Profitability (%) | 79.7872 | 80.8511 | 78.7234 | 73.4043 | 70.2128 | 76.5957 |
Ratio Avg Win / Avg Loss | 0.1411 | 0.2741 | 0.1001 | 0.6482 | 0.42 | 1.2165 |
Largest Winning Trade | 28402 | 28402 | 23141 | 656294 | 155674 | 656294 |
Largest Losing Trade | -371080 | -64656 | -371080 | -825720 | -825720 | -173265 |
Avg Bars in Trades | 51 | 49 | 54 | 51 | 49 | 54 |
Avg Bars in Winners | 24 | 16 | 31 | 26 | 13 | 38 |
Avg Bars in Losers | 161 | 185 | 139 | 121 | 132 | 107 |
Bars Traded | 4864 | 2303 | 2561 | 4864 | 2303 | 2561 |
Profit Streak | 0 | 150.0517 | 0 | 0 | 150.0517 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576388 | -378160 | -576973 | 255487 | -576633 | 470182 |
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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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