Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -366328.5988 | 52554.3191 | -418882.9179 | 847363.591 | -586896.9163 | 1434260.5072 |
Total P&L (%) | -366.3286 | 52.5543 | -418.8829 | 847.3636 | -586.8969 | 1434.2605 |
Avg Daily Profit (%) | -0.2035 | 0.0292 | -0.2327 | 0.125 | 0 | 0.1518 |
Buy And Hold Return (%) | 319.9773 | 319.9773 | 319.9773 | 319.9773 | 319.9773 | 319.9773 |
Max Trade Drawdown | -630813 | -128706 | -583976 | -1750952 | -1460054 | -290897 |
Profit Factor | 0.5978 | 1.2239 | 0.3804 | 1.2941 | 0.7281 | 2.9847 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 75 | 37 | 38 | 65 | 30 | 35 |
Losing Trades | 19 | 10 | 9 | 29 | 17 | 12 |
Profitability (%) | 79.7872 | 78.7234 | 80.8511 | 69.1489 | 63.8298 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.1514 | 0.3308 | 0.0901 | 0.5774 | 0.4126 | 1.0233 |
Largest Winning Trade | 25399 | 22652 | 25399 | 666049 | 369743 | 666049 |
Largest Losing Trade | -335117 | -70153 | -335117 | -1460054 | -1460054 | -290897 |
Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Winners | 11 | 8 | 13 | 16 | 12 | 19 |
Avg Bars in Losers | 128 | 122 | 134 | 77 | 69 | 87 |
Bars Traded | 3286 | 1554 | 1732 | 3286 | 1554 | 1732 |
Profit Streak | 28.5849 | 156.0849 | 28.5849 | 28.5849 | 156.0849 | 28.5849 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574814 | -316545 | -575260 | -26188 | -577551 | 545038 |
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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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