Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -426941.1798 | 45784.9329 | -472726.1127 | 1617690.514 | 802212.7616 | 815477.7524 |
Total P&L (%) | -426.9412 | 45.7849 | -472.7261 | 1617.6905 | 802.2128 | 815.4778 |
Avg Daily Profit (%) | -0.483 | 0.0518 | -0.5348 | 0.3222 | 0.2492 | 0.2508 |
Buy And Hold Return (%) | 231.0486 | 231.0486 | 231.0486 | 231.0486 | 231.0486 | 231.0486 |
Max Trade Drawdown | -579879 | -44445 | -576080 | -1536717 | -220961 | -1500601 |
Profit Factor | 0.4809 | 1.4128 | 0.3357 | 1.5772 | 2.6021 | 1.3543 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 46 | 21 | 25 | 44 | 19 | 25 |
Losing Trades | 29 | 17 | 12 | 31 | 19 | 12 |
Profitability (%) | 61.3333 | 55.2632 | 67.5676 | 58.6667 | 50 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.3032 | 1.1437 | 0.1611 | 1.1112 | 2.6021 | 0.6501 |
Largest Winning Trade | 23839 | 23617 | 23839 | 1477199 | 395576 | 1477199 |
Largest Losing Trade | -336472 | -31693 | -336472 | -1431392 | -105324 | -1431392 |
Avg Bars in Trades | 275 | 125 | 429 | 275 | 125 | 429 |
Avg Bars in Winners | 163 | 90 | 224 | 265 | 138 | 362 |
Avg Bars in Losers | 453 | 168 | 857 | 289 | 112 | 569 |
Bars Traded | 20663 | 4764 | 15899 | 20663 | 4764 | 15899 |
Profit Streak | 57.5295 | 124.8211 | 57.5295 | 57.5295 | 124.8211 | 57.5295 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638789 | -286631 | -577515 | -47497 | 437811 | 282346 |
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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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