Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -306162.1628 | 91719.9268 | -397882.0896 | 2198083.8371 | -1378374.8759 | 3576458.7129 |
Total P&L (%) | -306.1622 | 91.7199 | -397.8821 | 2198.0838 | -1378.3749 | 3576.4587 |
Avg Daily Profit (%) | -0.1692 | 0.0507 | -0.2199 | 0.1734 | 0 | 0.1994 |
Buy And Hold Return (%) | 173.3024 | 173.3024 | 173.3024 | 173.3024 | 173.3024 | 173.3024 |
Max Trade Drawdown | -595721 | -115391 | -601556 | -2094942 | -2388745 | -1030938 |
Profit Factor | 0.6482 | 1.3842 | 0.3699 | 1.406 | 0.6536 | 3.494 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 69 | 34 | 35 | 65 | 31 | 34 |
Losing Trades | 13 | 7 | 6 | 17 | 10 | 7 |
Profitability (%) | 84.1463 | 82.9268 | 85.3659 | 79.2683 | 75.6098 | 82.9268 |
Ratio Avg Win / Avg Loss | 0.1221 | 0.285 | 0.0634 | 0.3677 | 0.2109 | 0.7193 |
Largest Winning Trade | 24133 | 24133 | 18153 | 2768606 | 355936 | 2768606 |
Largest Losing Trade | -327533 | -70324 | -327533 | -1889947 | -1889947 | -924037 |
Avg Bars in Trades | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Winners | 26 | 19 | 33 | 37 | 24 | 48 |
Avg Bars in Losers | 237 | 255 | 216 | 147 | 169 | 116 |
Bars Traded | 4926 | 2449 | 2477 | 4926 | 2449 | 2477 |
Profit Streak | 34.6047 | 155.6047 | 34.6047 | 34.6047 | 155.6047 | 34.6047 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -583482 | -286453 | -575339 | 132207 | -576010 | 617033 |
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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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