Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -359610.3355 | 48761.8194 | -408372.1549 | 8638067.313 | 824726.5081 | 7813340.8049 |
Total P&L (%) | -359.6103 | 48.7618 | -408.3722 | 8638.0673 | 824.7265 | 7813.3408 |
Avg Daily Profit (%) | -0.1971 | 0.0267 | -0.2238 | 0.2453 | 0.122 | 0.2399 |
Buy And Hold Return (%) | 132.0514 | 132.0514 | 132.0514 | 132.0514 | 132.0514 | 132.0514 |
Max Trade Drawdown | -541876 | -46588 | -566059 | -1929283 | -2155284 | -1688492 |
Profit Factor | 0.6448 | 1.2586 | 0.5043 | 1.8364 | 1.1587 | 2.5232 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 50 | 23 | 27 | 34 | 19 | 15 |
Losing Trades | 25 | 15 | 10 | 41 | 19 | 22 |
Profitability (%) | 66.6667 | 60.5263 | 72.973 | 45.3333 | 50 | 40.5405 |
Ratio Avg Win / Avg Loss | 0.3224 | 0.8209 | 0.1868 | 2.2145 | 1.1587 | 3.7007 |
Largest Winning Trade | 48170 | 29899 | 48170 | 5021464 | 1076831 | 5021464 |
Largest Losing Trade | -389082 | -46588 | -389082 | -1929283 | -1929283 | -1334695 |
Avg Bars in Trades | 42 | 22 | 63 | 42 | 22 | 63 |
Avg Bars in Winners | 24 | 13 | 34 | 42 | 23 | 67 |
Avg Bars in Losers | 78 | 34 | 144 | 42 | 21 | 61 |
Bars Traded | 3202 | 843 | 2359 | 3202 | 843 | 2359 |
Profit Streak | 44.0597 | 105.5597 | 0 | 44.0597 | 105.5597 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639063 | -322568 | -577794 | -50628 | -75399 | 342548 |
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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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