Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -40127.2261 | 184596.4667 | -224723.6928 | 962608.3884 | -2554324.3067 | 3516932.6952 |
Total P&L (%) | -40.1272 | 184.5965 | -224.7237 | 962.6084 | -2554.3243 | 3516.9327 |
Avg Daily Profit (%) | -0.0171 | 0.0786 | -0.0957 | 0.1007 | 0 | 0.1529 |
Buy And Hold Return (%) | 34.8699 | 34.8699 | 34.8699 | 34.8699 | 34.8699 | 34.8699 |
Max Trade Drawdown | -330357 | -68070 | -384234 | -4157253 | -2919138 | -2524896 |
Profit Factor | 0.9529 | 1.7325 | 0.6259 | 1.1072 | 0.4641 | 1.8345 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 22 | 26 | 42 | 18 | 24 |
Losing Trades | 33 | 18 | 15 | 39 | 22 | 17 |
Profitability (%) | 59.2593 | 55 | 63.4146 | 51.8519 | 45 | 58.5366 |
Ratio Avg Win / Avg Loss | 0.6551 | 1.4175 | 0.3611 | 1.0281 | 0.5672 | 1.2994 |
Largest Winning Trade | 83200 | 83200 | 35692 | 5082088 | 353293 | 5082088 |
Largest Losing Trade | -308119 | -42867 | -308119 | -1460597 | -1102767 | -1460597 |
Avg Bars in Trades | 54 | 62 | 46 | 54 | 62 | 46 |
Avg Bars in Winners | 37 | 40 | 33 | 37 | 41 | 33 |
Avg Bars in Losers | 79 | 87 | 69 | 72 | 78 | 64 |
Bars Traded | 4393 | 2480 | 1913 | 4393 | 2480 | 1913 |
Profit Streak | 13.4179 | 0 | 18.9179 | 13.4179 | 0 | 18.9179 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594974 | -86314 | -578443 | -176235 | -582694 | 421456 |
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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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