Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -442152.8612 | 117010.1529 | -559163.0142 | 5057955.6694 | 2941583.5148 | 2116372.1546 |
Total P&L (%) | -442.1529 | 117.0102 | -559.163 | 5057.9557 | 2941.5835 | 2116.3722 |
Avg Daily Profit (%) | -0.1768 | 0.0468 | -0.2236 | 0.1578 | 0.1367 | 0.124 |
Buy And Hold Return (%) | 555.2267 | 555.2267 | 555.2267 | 555.2267 | 555.2267 | 555.2267 |
Max Trade Drawdown | -722911 | -53343 | -685053 | -3637093 | -648182 | -4333426 |
Profit Factor | 0.4896 | 2.2165 | 0.274 | 1.8973 | 4.2851 | 1.4464 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 67 | 33 | 34 | 67 | 35 | 32 |
Losing Trades | 22 | 12 | 10 | 22 | 10 | 12 |
Profitability (%) | 75.2809 | 73.3333 | 77.2727 | 75.2809 | 77.7778 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.1608 | 0.806 | 0.0806 | 0.623 | 1.2243 | 0.5424 |
Largest Winning Trade | 44041 | 44041 | 27024 | 4737427 | 1174456 | 4737427 |
Largest Losing Trade | -384550 | -42330 | -384550 | -3317124 | -526646 | -3317124 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 16 | 18 | 15 | 39 | 38 | 40 |
Avg Bars in Losers | 147 | 114 | 187 | 77 | 62 | 90 |
Bars Traded | 4378 | 1985 | 2393 | 4378 | 1985 | 2393 |
Profit Streak | 152.575 | 384.075 | 152.575 | 333.575 | 333.575 | 336.075 |
Trades During Streak | 7 | 6 | 3 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575512 | -290261 | -575832 | 494624 | -113 | -25778 |
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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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