Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -286667.5421 | 108444.4201 | -395111.9622 | 2743157.5226 | -164445.8043 | 2907603.3269 |
Total P&L (%) | -286.6675 | 108.4444 | -395.112 | 2743.1575 | -164.4458 | 2907.6033 |
Avg Daily Profit (%) | -0.1593 | 0.0603 | -0.2195 | 0.1862 | 0 | 0.1893 |
Buy And Hold Return (%) | 280.9091 | 280.9091 | 280.9091 | 280.9091 | 280.9091 | 280.9091 |
Max Trade Drawdown | -596287 | -115970 | -617709 | -1787391 | -1787391 | -592501 |
Profit Factor | 0.6858 | 1.4089 | 0.3895 | 1.7218 | 0.9463 | 4.9481 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 80 | 38 | 42 | 78 | 35 | 43 |
Losing Trades | 20 | 12 | 8 | 22 | 15 | 7 |
Profitability (%) | 80 | 76 | 84 | 78 | 70 | 86 |
Ratio Avg Win / Avg Loss | 0.1715 | 0.4449 | 0.0742 | 0.4856 | 0.4056 | 0.8055 |
Largest Winning Trade | 23241 | 23241 | 19479 | 1572521 | 498423 | 1572521 |
Largest Losing Trade | -344159 | -72409 | -344159 | -1787391 | -1787391 | -574430 |
Avg Bars in Trades | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Winners | 29 | 22 | 36 | 37 | 20 | 51 |
Avg Bars in Losers | 208 | 204 | 214 | 165 | 173 | 147 |
Bars Traded | 6565 | 3315 | 3249 | 6565 | 3315 | 3249 |
Profit Streak | 97.865 | 149.115 | 97.865 | 97.865 | 149.115 | 97.865 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574786 | -454433 | -755157 | 508952 | -756827 | -161260 |
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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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