Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -328908.9284 | 64238.7429 | -393147.6713 | 1239483.8596 | -357571.8646 | 1597055.7243 |
Total P&L (%) | -328.9089 | 64.2387 | -393.1477 | 1239.4839 | -357.5719 | 1597.0557 |
Avg Daily Profit (%) | -0.1818 | 0.0355 | -0.2173 | 0.1435 | 0 | 0.1566 |
Buy And Hold Return (%) | 326.0298 | 326.0298 | 326.0298 | 326.0298 | 326.0298 | 326.0298 |
Max Trade Drawdown | -550853 | -105688 | -558946 | -1102565 | -1141655 | -261633 |
Profit Factor | 0.6179 | 1.2737 | 0.3721 | 1.5104 | 0.8045 | 3.6633 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 74 | 37 | 37 | 60 | 28 | 32 |
Losing Trades | 20 | 10 | 10 | 34 | 19 | 15 |
Profitability (%) | 78.7234 | 78.7234 | 78.7234 | 63.8298 | 59.5745 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.167 | 0.3442 | 0.1006 | 0.8559 | 0.5459 | 1.7172 |
Largest Winning Trade | 31849 | 24075 | 31849 | 885035 | 276240 | 885035 |
Largest Losing Trade | -313804 | -70310 | -313804 | -1102565 | -1102565 | -206369 |
Avg Bars in Trades | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Winners | 17 | 11 | 24 | 30 | 17 | 42 |
Avg Bars in Losers | 180 | 189 | 171 | 90 | 95 | 84 |
Bars Traded | 4926 | 2309 | 2617 | 4926 | 2309 | 2617 |
Profit Streak | 33.4413 | 149.7746 | 33.4413 | 33.4413 | 149.7746 | 33.4413 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575023 | -307741 | -575978 | 3481 | -578012 | 593218 |
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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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