Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -501864.0365 | 27013.5212 | -528877.5576 | 2008993.1927 | 1035465.0044 | 973528.1884 |
Total P&L (%) | -501.864 | 27.0135 | -528.8776 | 2008.9932 | 1035.465 | 973.5282 |
Avg Daily Profit (%) | -0.572 | 0.0308 | -0.6028 | 0.3481 | 0.2773 | 0.2709 |
Buy And Hold Return (%) | 232.8682 | 232.8682 | 232.8682 | 232.8682 | 232.8682 | 232.8682 |
Max Trade Drawdown | -659616 | -40177 | -630432 | -1815681 | -158345 | -1847544 |
Profit Factor | 0.3974 | 1.3103 | 0.2908 | 1.5949 | 3.0214 | 1.3399 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 69 | 28 | 41 | 61 | 28 | 33 |
Losing Trades | 22 | 17 | 5 | 30 | 17 | 13 |
Profitability (%) | 75.8242 | 62.2222 | 89.1304 | 67.033 | 62.2222 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.1267 | 0.7955 | 0.0355 | 0.7844 | 1.8344 | 0.5278 |
Largest Winning Trade | 17835 | 14028 | 17835 | 1349522 | 289825 | 1349522 |
Largest Losing Trade | -400725 | -14209 | -400725 | -1787254 | -158345 | -1787254 |
Avg Bars in Trades | 27 | 13 | 40 | 27 | 13 | 40 |
Avg Bars in Winners | 8 | 5 | 11 | 18 | 12 | 24 |
Avg Bars in Losers | 85 | 26 | 284 | 44 | 16 | 82 |
Bars Traded | 2490 | 611 | 1879 | 2490 | 611 | 1879 |
Profit Streak | 2.4288 | 26.4288 | 2.4288 | 2.4288 | 26.4288 | 2.4288 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577835 | -316104 | -577609 | 407741 | 561235 | 232298 |
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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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