Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -606702.0192 | 69378.8453 | -676080.8645 | 1207268.0055 | -1608514.6765 | 2815782.682 |
Total P&L (%) | -606.702 | 69.3788 | -676.0809 | 1207.268 | -1608.5147 | 2815.7827 |
Avg Daily Profit (%) | -0.3206 | 0.0367 | -0.3573 | 0.1359 | 0 | 0.1784 |
Buy And Hold Return (%) | 245.9399 | 245.9399 | 245.9399 | 245.9399 | 245.9399 | 245.9399 |
Max Trade Drawdown | -847331 | -104600 | -793457 | -2527346 | -2445532 | -999331 |
Profit Factor | 0.4608 | 1.3315 | 0.2619 | 1.2439 | 0.4946 | 2.5932 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 18 | 25 | 45 | 18 | 27 |
Losing Trades | 29 | 18 | 11 | 27 | 18 | 9 |
Profitability (%) | 59.7222 | 50 | 69.4444 | 62.5 | 50 | 75 |
Ratio Avg Win / Avg Loss | 0.3108 | 1.3315 | 0.1152 | 0.7463 | 0.4946 | 0.8644 |
Largest Winning Trade | 65411 | 65411 | 29448 | 2368826 | 341413 | 2368826 |
Largest Losing Trade | -482314 | -73539 | -482314 | -2131078 | -2131078 | -940659 |
Avg Bars in Trades | 100 | 117 | 82 | 100 | 117 | 82 |
Avg Bars in Winners | 53 | 61 | 46 | 62 | 65 | 60 |
Avg Bars in Losers | 170 | 173 | 164 | 163 | 169 | 151 |
Bars Traded | 7218 | 4233 | 2985 | 7218 | 4233 | 2985 |
Profit Streak | 137.9933 | 137.9933 | 292.7433 | 137.9933 | 137.9933 | 292.7433 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661538 | -308072 | -576847 | -94880 | -579428 | 528159 |
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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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