Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -454987.6531 | 99793.6712 | -554781.3243 | 3588316.8495 | -951978.1557 | 4540295.0052 |
Total P&L (%) | -454.9877 | 99.7937 | -554.7813 | 3588.3169 | -951.9782 | 4540.295 |
Avg Daily Profit (%) | -0.2449 | 0.0537 | -0.2986 | 0.1944 | 0 | 0.2067 |
Buy And Hold Return (%) | 30.8197 | 30.8197 | 30.8197 | 30.8197 | 30.8197 | 30.8197 |
Max Trade Drawdown | -627592 | -61632 | -254123 | -3435083 | -3435083 | -701856 |
Profit Factor | 0.5566 | 1.5039 | 0.33 | 1.5775 | 0.7933 | 3.8239 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 20 | 21 | 39 | 20 | 19 |
Losing Trades | 29 | 15 | 14 | 31 | 15 | 16 |
Profitability (%) | 58.5714 | 57.1429 | 60 | 55.7143 | 57.1429 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.3937 | 1.128 | 0.22 | 1.2539 | 0.595 | 3.2202 |
Largest Winning Trade | 77424 | 77424 | 57563 | 2319992 | 890078 | 2319992 |
Largest Losing Trade | -520507 | -61632 | -520507 | -3435083 | -3435083 | -568354 |
Avg Bars in Trades | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Winners | 45 | 48 | 43 | 42 | 31 | 53 |
Avg Bars in Losers | 53 | 44 | 62 | 56 | 65 | 48 |
Bars Traded | 3416 | 1623 | 1793 | 3416 | 1623 | 1793 |
Profit Streak | 54.3343 | 102.3343 | 54.3343 | 54.3343 | 102.3343 | 54.3343 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677182 | -120887 | -578929 | -87005 | -578903 | 580901 |
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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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