Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -278530.69 | 75912.1951 | -354442.8851 | 2634858.6785 | 982787.4221 | 1652071.2564 |
Total P&L (%) | -278.5307 | 75.9122 | -354.4429 | 2634.8587 | 982.7874 | 1652.0713 |
Avg Daily Profit (%) | -0.312 | 0.085 | -0.3971 | 0.3713 | 0.2672 | 0.3213 |
Buy And Hold Return (%) | 302.9407 | 302.9407 | 302.9407 | 302.9407 | 302.9407 | 302.9407 |
Max Trade Drawdown | -459848 | -14192 | -474338 | -447956 | -90517 | -435434 |
Profit Factor | 0.5295 | 3.0889 | 0.3621 | 3.5459 | 6.6297 | 2.9202 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 65 | 29 | 36 | 47 | 23 | 24 |
Losing Trades | 12 | 9 | 3 | 30 | 15 | 15 |
Profitability (%) | 84.4156 | 76.3158 | 92.3077 | 61.039 | 60.5263 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.0978 | 0.9586 | 0.0302 | 2.2634 | 4.3237 | 1.8251 |
Largest Winning Trade | 16991 | 12320 | 16991 | 1036667 | 227838 | 1036667 |
Largest Losing Trade | -344711 | -10893 | -344711 | -435434 | -90517 | -435434 |
Avg Bars in Trades | 31 | 10 | 53 | 31 | 10 | 53 |
Avg Bars in Winners | 14 | 3 | 22 | 26 | 5 | 46 |
Avg Bars in Losers | 128 | 29 | 423 | 40 | 16 | 64 |
Bars Traded | 2460 | 381 | 2079 | 2460 | 381 | 2079 |
Profit Streak | 112.2075 | 208.2075 | 112.2075 | 112.2075 | 208.2075 | 112.2075 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621501 | -236962 | -575109 | -27380 | 623220 | 565145 |
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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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