Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1084515.2738 | 17694.7278 | -1102210.0016 | -119256.6585 | -2108461.535 | 1989204.8765 |
Total P&L (%) | -1084.5153 | 17.6947 | -1102.21 | -119.2567 | -2108.4615 | 1989.2049 |
Avg Daily Profit (%) | -0.5775 | 0.0094 | -0.5869 | 0 | 0 | 0.162 |
Buy And Hold Return (%) | 309.0909 | 309.0909 | 309.0909 | 309.0909 | 309.0909 | 309.0909 |
Max Trade Drawdown | -1162071 | -189673 | -1142670 | -3698782 | -2533024 | -1773294 |
Profit Factor | 0.3496 | 1.0557 | 0.1835 | 0.9738 | 0.1939 | 2.0231 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 44 | 22 | 22 | 35 | 18 | 17 |
Losing Trades | 37 | 19 | 18 | 46 | 23 | 23 |
Profitability (%) | 54.321 | 53.6585 | 55 | 43.2099 | 43.9024 | 42.5 |
Ratio Avg Win / Avg Loss | 0.294 | 0.9117 | 0.1501 | 1.2799 | 0.2477 | 2.7371 |
Largest Winning Trade | 66661 | 66661 | 61995 | 2760290 | 201303 | 2760290 |
Largest Losing Trade | -980868 | -61767 | -980868 | -942268 | -942268 | -608924 |
Avg Bars in Trades | 66 | 53 | 79 | 66 | 53 | 79 |
Avg Bars in Winners | 51 | 38 | 64 | 75 | 72 | 78 |
Avg Bars in Losers | 83 | 72 | 96 | 59 | 38 | 79 |
Bars Traded | 5368 | 2206 | 3162 | 5368 | 2206 | 3162 |
Profit Streak | 16.7255 | 53.3921 | 0 | 0 | 0 | 65.0588 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595922 | -505876 | -580101 | -598029 | -583113 | 318659 |
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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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