Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -335736.9631 | 37601.6473 | -373338.6104 | 4269531.9077 | 585918.0786 | 3683613.8291 |
Total P&L (%) | -335.737 | 37.6016 | -373.3386 | 4269.5319 | 585.9181 | 3683.6138 |
Avg Daily Profit (%) | -0.1908 | 0.0214 | -0.2122 | 0.2149 | 0.1095 | 0.2067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -486901 | -39474 | -271541 | -2906861 | -497672 | -2490101 |
Profit Factor | 0.6537 | 1.5497 | 0.5857 | 1.6419 | 1.5467 | 1.6602 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 55 | 22 | 33 | 33 | 17 | 16 |
Losing Trades | 26 | 19 | 7 | 48 | 24 | 24 |
Profitability (%) | 67.9012 | 53.6585 | 82.5 | 40.7407 | 41.4634 | 40 |
Ratio Avg Win / Avg Loss | 0.309 | 1.3383 | 0.1242 | 2.3883 | 2.1836 | 2.4903 |
Largest Winning Trade | 47501 | 18156 | 47501 | 2927191 | 646178 | 2927191 |
Largest Losing Trade | -486901 | -29785 | -486901 | -1244451 | -207735 | -1244451 |
Avg Bars in Trades | 256 | 5 | 514 | 256 | 5 | 514 |
Avg Bars in Winners | 211 | 3 | 349 | 319 | 5 | 652 |
Avg Bars in Losers | 353 | 6 | 1295 | 213 | 4 | 423 |
Bars Traded | 20806 | 209 | 20597 | 20806 | 209 | 20597 |
Profit Streak | 0 | 0 | 296.4723 | 0 | 0 | 296.4723 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594457 | -164351 | -575206 | -8604 | -46701 | 316445 |
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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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