Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -308071.3608 | 132953.7204 | -441025.0813 | 1594426.1052 | 2552925.3933 | -958499.2881 |
Total P&L (%) | -308.0714 | 132.9537 | -441.0251 | 1594.4261 | 2552.9254 | -958.4993 |
Avg Daily Profit (%) | -0.1599 | 0.069 | -0.2289 | 0.147 | 0.1703 | 0 |
Buy And Hold Return (%) | 123.556 | 123.556 | 123.556 | 123.556 | 123.556 | 123.556 |
Max Trade Drawdown | -533695 | -123427 | -533695 | -5516585 | -2362098 | -4804756 |
Profit Factor | 0.689 | 1.5665 | 0.4164 | 1.1578 | 1.5356 | 0.8205 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 59 | 28 | 31 | 25 | 15 | 10 |
Losing Trades | 13 | 8 | 5 | 47 | 21 | 26 |
Profitability (%) | 81.9444 | 77.7778 | 86.1111 | 34.7222 | 41.6667 | 27.7778 |
Ratio Avg Win / Avg Loss | 0.1518 | 0.4476 | 0.0672 | 2.1766 | 2.1499 | 2.1334 |
Largest Winning Trade | 37313 | 37313 | 23191 | 3146808 | 2130805 | 3146808 |
Largest Losing Trade | -533695 | -53166 | -533695 | -1020847 | -832194 | -1020847 |
Avg Bars in Trades | 49 | 65 | 33 | 49 | 65 | 33 |
Avg Bars in Winners | 19 | 21 | 18 | 85 | 117 | 38 |
Avg Bars in Losers | 183 | 218 | 127 | 29 | 28 | 31 |
Bars Traded | 3551 | 2355 | 1196 | 3551 | 2355 | 1196 |
Profit Streak | 145.0086 | 145.0086 | 274.5086 | 145.0086 | 145.0086 | 437.5086 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -658693 | -237876 | -574903 | -130485 | 308105 | -594181 |
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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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