Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1352303.3821 | -57513.4517 | -1294789.9304 | 273647.8293 | -2212112.9995 | 2485760.8288 |
Total P&L (%) | -1352.3034 | -57.5135 | -1294.7899 | 273.6478 | -2212.113 | 2485.7608 |
Avg Daily Profit (%) | -0.721 | -0.0307 | -0.6904 | 0.0703 | 0 | 0.1736 |
Buy And Hold Return (%) | 272.4432 | 272.4432 | 272.4432 | 272.4432 | 272.4432 | 272.4432 |
Max Trade Drawdown | -1545966 | -176632 | -1375380 | -4830701 | -4014544 | -2781640 |
Profit Factor | 0.2779 | 0.812 | 0.1736 | 1.0273 | 0.5461 | 1.4828 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 49 | 21 | 28 | 53 | 24 | 29 |
Losing Trades | 31 | 19 | 12 | 27 | 16 | 11 |
Profitability (%) | 61.25 | 52.5 | 70 | 66.25 | 60 | 72.5 |
Ratio Avg Win / Avg Loss | 0.1758 | 0.7346 | 0.0744 | 0.5233 | 0.3641 | 0.5624 |
Largest Winning Trade | 37584 | 37584 | 29002 | 4123196 | 923488 | 4123196 |
Largest Losing Trade | -1006334 | -53592 | -1006334 | -2739057 | -2725247 | -2739057 |
Avg Bars in Trades | 90 | 98 | 82 | 90 | 98 | 82 |
Avg Bars in Winners | 48 | 51 | 46 | 56 | 58 | 55 |
Avg Bars in Losers | 156 | 150 | 165 | 155 | 157 | 151 |
Bars Traded | 7210 | 3930 | 3280 | 7210 | 3930 | 3280 |
Profit Streak | 54.5647 | 80.3147 | 54.5647 | 54.5647 | 80.3147 | 54.5647 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601414 | -579462 | -577594 | -475613 | -578490 | 390717 |
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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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