Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1146008.8061 | 65476.9087 | -1211485.7148 | -226302.205 | 1334906.7049 | -1561208.91 |
Total P&L (%) | -1146.0088 | 65.4769 | -1211.4857 | -226.3022 | 1334.9067 | -1561.2089 |
Avg Daily Profit (%) | -0.639 | 0.0365 | -0.6755 | 0 | 0.1486 | 0 |
Buy And Hold Return (%) | 299.0706 | 299.0706 | 299.0706 | 299.0706 | 299.0706 | 299.0706 |
Max Trade Drawdown | -1267193 | -184411 | -1309193 | -2288367 | -847446 | -1761720 |
Profit Factor | 0.3979 | 1.1579 | 0.1861 | 0.9504 | 1.8049 | 0.4623 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 21 | 27 | 36 | 21 | 15 |
Losing Trades | 36 | 21 | 15 | 48 | 21 | 27 |
Profitability (%) | 57.1429 | 50 | 64.2857 | 42.8571 | 50 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.2984 | 1.1579 | 0.1034 | 1.2672 | 1.8049 | 0.8322 |
Largest Winning Trade | 121003 | 121003 | 34908 | 1028504 | 1028504 | 658535 |
Largest Losing Trade | -885766 | -69349 | -885766 | -1534508 | -737757 | -1534508 |
Avg Bars in Trades | 41 | 50 | 31 | 41 | 50 | 31 |
Avg Bars in Winners | 24 | 29 | 20 | 56 | 68 | 39 |
Avg Bars in Losers | 63 | 71 | 51 | 29 | 32 | 27 |
Bars Traded | 3454 | 2119 | 1335 | 3454 | 2119 | 1335 |
Profit Streak | 22.0838 | 0 | 32.5838 | 0 | 48.0838 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579078 | -356732 | -578342 | -581664 | 303427 | -586290 |
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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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