Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -527296.2134 | 145713.0802 | -673009.2936 | 48264.4193 | -2559343.111 | 2607607.5303 |
Total P&L (%) | -527.2962 | 145.7131 | -673.0093 | 48.2644 | -2559.3431 | 2607.6075 |
Avg Daily Profit (%) | -0.2817 | 0.0778 | -0.3595 | 0.021 | 0 | 0.1764 |
Buy And Hold Return (%) | 519.3818 | 519.3818 | 519.3818 | 519.3818 | 519.3818 | 519.3818 |
Max Trade Drawdown | -772407 | -157320 | -747406 | -2697950 | -2916532 | -1549847 |
Profit Factor | 0.5831 | 1.4766 | 0.2982 | 1.0066 | 0.3922 | 1.8325 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 47 | 21 | 26 | 45 | 19 | 26 |
Losing Trades | 33 | 19 | 14 | 35 | 21 | 14 |
Profitability (%) | 58.75 | 52.5 | 65 | 56.25 | 47.5 | 65 |
Ratio Avg Win / Avg Loss | 0.4094 | 1.3359 | 0.1606 | 0.7829 | 0.4335 | 0.9868 |
Largest Winning Trade | 147725 | 147725 | 29062 | 2549178 | 345537 | 2549178 |
Largest Losing Trade | -361731 | -66194 | -361731 | -1841968 | -1841968 | -1162833 |
Avg Bars in Trades | 45 | 56 | 34 | 45 | 56 | 34 |
Avg Bars in Winners | 31 | 42 | 21 | 33 | 36 | 30 |
Avg Bars in Losers | 65 | 70 | 57 | 60 | 73 | 40 |
Bars Traded | 3606 | 2240 | 1366 | 3606 | 2240 | 1366 |
Profit Streak | 30.0869 | 34.5869 | 30.0869 | 30.0869 | 34.5869 | 30.0869 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602140 | -252742 | -578265 | -567458 | -581180 | 350211 |
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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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