Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1042929.1148 | -47949.5172 | -994979.5976 | 189146.2434 | -4451476.4735 | 4640622.717 |
Total P&L (%) | -1042.9291 | -47.9495 | -994.9796 | 189.1462 | -4451.4765 | 4640.6227 |
Avg Daily Profit (%) | -0.5529 | -0.0254 | -0.5275 | 0.0563 | 0 | 0.2048 |
Buy And Hold Return (%) | 371.4562 | 371.4562 | 371.4562 | 371.4562 | 371.4562 | 371.4562 |
Max Trade Drawdown | -1199781 | -194142 | -1069037 | -3936444 | -4656650 | -1350029 |
Profit Factor | 0.3126 | 0.8183 | 0.2062 | 1.0223 | 0.199 | 2.5824 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 41 | 17 | 24 | 37 | 15 | 22 |
Losing Trades | 40 | 24 | 16 | 44 | 26 | 18 |
Profitability (%) | 50.6173 | 41.4634 | 60 | 45.679 | 36.5854 | 55 |
Ratio Avg Win / Avg Loss | 0.305 | 1.1552 | 0.1374 | 1.2157 | 0.3449 | 2.1129 |
Largest Winning Trade | 30281 | 29060 | 30281 | 4620322 | 555097 | 4620322 |
Largest Losing Trade | -774743 | -40341 | -774743 | -1285966 | -1285966 | -996780 |
Avg Bars in Trades | 67 | 59 | 74 | 67 | 59 | 74 |
Avg Bars in Winners | 52 | 44 | 57 | 50 | 33 | 61 |
Avg Bars in Losers | 82 | 70 | 100 | 81 | 74 | 90 |
Bars Traded | 5433 | 2445 | 2988 | 5433 | 2445 | 2988 |
Profit Streak | 167.5305 | 167.5305 | 216.8638 | 167.5305 | 167.5305 | 216.8638 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595535 | -581041 | -578095 | -496052 | -584604 | 541326 |
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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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