Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -543996.2235 | 75773.2353 | -619769.4588 | -122942.9455 | 1775926.3048 | -1898869.2503 |
Total P&L (%) | -543.9962 | 75.7732 | -619.7695 | -122.9429 | 1775.9263 | -1898.8693 |
Avg Daily Profit (%) | -0.2815 | 0.0392 | -0.3207 | 0 | 0.1518 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -885201 | -176975 | -741672 | -2508819 | -211364 | -3193116 |
Profit Factor | 0.6165 | 1.2025 | 0.4066 | 0.9702 | 4.0067 | 0.4621 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 48 | 21 | 27 | 36 | 21 | 15 |
Losing Trades | 32 | 19 | 13 | 44 | 19 | 25 |
Profitability (%) | 60 | 52.5 | 67.5 | 45 | 52.5 | 37.5 |
Ratio Avg Win / Avg Loss | 0.411 | 1.088 | 0.1958 | 1.1858 | 3.6251 | 0.7702 |
Largest Winning Trade | 69205 | 69205 | 56734 | 809737 | 721811 | 809737 |
Largest Losing Trade | -665336 | -46161 | -665336 | -2090872 | -94273 | -2090872 |
Avg Bars in Trades | 68 | 60 | 77 | 68 | 60 | 77 |
Avg Bars in Winners | 46 | 36 | 53 | 78 | 69 | 90 |
Avg Bars in Losers | 102 | 86 | 126 | 61 | 50 | 69 |
Bars Traded | 5511 | 2421 | 3090 | 5511 | 2421 | 3090 |
Profit Streak | 0 | 92.6677 | 0 | 34.0011 | 0 | 171.3344 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602981 | -140131 | -578481 | -604291 | 541606 | -584256 |
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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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