Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -324552.7951 | 34228.9055 | -358781.7006 | 1643426.2338 | 254759.0097 | 1388667.2241 |
Total P&L (%) | -324.5528 | 34.2289 | -358.7817 | 1643.4262 | 254.759 | 1388.6672 |
Avg Daily Profit (%) | -0.1794 | 0.0189 | -0.1983 | 0.1581 | 0.07 | 0.1494 |
Buy And Hold Return (%) | 187.1394 | 187.1394 | 187.1394 | 187.1394 | 187.1394 | 187.1394 |
Max Trade Drawdown | -604686 | -87555 | -562450 | -390113 | -390113 | -165345 |
Profit Factor | 0.5668 | 1.2074 | 0.3858 | 2.6249 | 1.3315 | 6.7159 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 65 | 31 | 34 | 57 | 26 | 31 |
Losing Trades | 11 | 7 | 4 | 19 | 12 | 7 |
Profitability (%) | 85.5263 | 81.5789 | 89.4737 | 75 | 68.4211 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.0959 | 0.2726 | 0.0454 | 0.875 | 0.6145 | 1.5165 |
Largest Winning Trade | 21709 | 19317 | 21709 | 395921 | 118819 | 395921 |
Largest Losing Trade | -341675 | -68302 | -341675 | -390113 | -390113 | -153429 |
Avg Bars in Trades | 41 | 48 | 35 | 41 | 48 | 35 |
Avg Bars in Winners | 12 | 16 | 10 | 20 | 18 | 22 |
Avg Bars in Losers | 211 | 191 | 248 | 105 | 113 | 91 |
Bars Traded | 3173 | 1838 | 1334 | 3173 | 1838 | 1334 |
Profit Streak | 81.861 | 81.861 | 288.861 | 81.861 | 81.861 | 288.861 |
Trades During Streak | 11 | 5 | 11 | 11 | 5 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628195 | -329990 | -574440 | -38694 | -150336 | 752296 |
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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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