Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -904272.6742 | -30331.6855 | -873940.9887 | -387279.8918 | 2620235.9428 | -3007515.8346 |
Total P&L (%) | -904.2727 | -30.3317 | -873.941 | -387.2799 | 2620.2359 | -3007.5158 |
Avg Daily Profit (%) | -0.5065 | -0.017 | -0.4895 | 0 | 0.1852 | 0 |
Buy And Hold Return (%) | 137.6617 | 137.6617 | 137.6617 | 137.6617 | 137.6617 | 137.6617 |
Max Trade Drawdown | -1081264 | -179734 | -973919 | -2510741 | -337682 | -3263550 |
Profit Factor | 0.3523 | 0.9007 | 0.1986 | 0.9129 | 4.7141 | 0.1961 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 19 | 26 | 37 | 23 | 14 |
Losing Trades | 35 | 21 | 14 | 43 | 17 | 26 |
Profitability (%) | 56.25 | 47.5 | 65 | 46.25 | 57.5 | 35 |
Ratio Avg Win / Avg Loss | 0.274 | 0.9955 | 0.1069 | 1.0609 | 3.4843 | 0.3642 |
Largest Winning Trade | 139964 | 139964 | 29862 | 1073412 | 1073412 | 318919 |
Largest Losing Trade | -972207 | -67225 | -972207 | -2510741 | -238623 | -2510741 |
Avg Bars in Trades | 79 | 94 | 64 | 79 | 94 | 64 |
Avg Bars in Winners | 44 | 48 | 41 | 105 | 131 | 62 |
Avg Bars in Losers | 123 | 135 | 105 | 56 | 44 | 65 |
Bars Traded | 6343 | 3780 | 2563 | 6343 | 3780 | 2563 |
Profit Streak | 18.3389 | 25.5889 | 18.3389 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602679 | -581179 | -578242 | -604347 | 593889 | -586583 |
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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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