Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -976128.2281 | -12102.8285 | -964025.3996 | 200590.3902 | -1476714.6707 | 1677305.0609 |
Total P&L (%) | -976.1282 | -12.1028 | -964.0254 | 200.5904 | -1476.7147 | 1677.3051 |
Avg Daily Profit (%) | -0.5167 | -0.0064 | -0.5103 | 0.0583 | 0 | 0.1524 |
Buy And Hold Return (%) | 285.3647 | 285.3647 | 285.3647 | 285.3647 | 285.3647 | 285.3647 |
Max Trade Drawdown | -1150943 | -153042 | -1026201 | -2681436 | -2412578 | -1928342 |
Profit Factor | 0.3694 | 0.9627 | 0.2121 | 1.0262 | 0.6076 | 1.4309 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 46 | 22 | 24 | 50 | 23 | 27 |
Losing Trades | 37 | 20 | 17 | 33 | 19 | 14 |
Profitability (%) | 55.4217 | 52.381 | 58.5366 | 60.241 | 54.7619 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.2971 | 0.8752 | 0.1503 | 0.6773 | 0.502 | 0.742 |
Largest Winning Trade | 65854 | 65854 | 31207 | 2802872 | 585260 | 2802872 |
Largest Losing Trade | -664251 | -60805 | -664251 | -1928342 | -1756246 | -1928342 |
Avg Bars in Trades | 89 | 103 | 75 | 89 | 103 | 75 |
Avg Bars in Winners | 49 | 54 | 45 | 65 | 66 | 64 |
Avg Bars in Losers | 138 | 157 | 117 | 126 | 148 | 96 |
Bars Traded | 7433 | 4349 | 3084 | 7433 | 4349 | 3084 |
Profit Streak | 38.4345 | 40.1845 | 38.4345 | 38.4345 | 40.1845 | 38.4345 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579921 | -579438 | -579089 | -472503 | -579129 | 314527 |
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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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