Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -781937.4671 | 76498.2353 | -858435.7024 | 100112.2568 | -3557474.6059 | 3657586.8628 |
Total P&L (%) | -781.9375 | 76.4982 | -858.4357 | 100.1123 | -3557.4746 | 3657.5869 |
Avg Daily Profit (%) | -0.4139 | 0.0405 | -0.4544 | 0.0367 | 0 | 0.1922 |
Buy And Hold Return (%) | 390.6146 | 390.6146 | 390.6146 | 390.6146 | 390.6146 | 390.6146 |
Max Trade Drawdown | -965228 | -125017 | -964354 | -5161423 | -3731095 | -2643641 |
Profit Factor | 0.4026 | 1.3474 | 0.2115 | 1.0137 | 0.1458 | 2.1668 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 68 | 34 | 34 | 62 | 30 | 32 |
Losing Trades | 14 | 7 | 7 | 20 | 11 | 9 |
Profitability (%) | 82.9268 | 82.9268 | 82.9268 | 75.6098 | 73.1707 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.0829 | 0.2774 | 0.0435 | 0.327 | 0.0535 | 0.6094 |
Largest Winning Trade | 69425 | 69425 | 20194 | 6182684 | 108275 | 6182684 |
Largest Losing Trade | -840145 | -59908 | -840145 | -2162299 | -2009533 | -2162299 |
Avg Bars in Trades | 43 | 54 | 33 | 43 | 54 | 33 |
Avg Bars in Winners | 18 | 18 | 18 | 17 | 13 | 21 |
Avg Bars in Losers | 165 | 229 | 102 | 125 | 166 | 74 |
Bars Traded | 3577 | 2224 | 1353 | 3577 | 2224 | 1353 |
Profit Streak | 60.3991 | 60.3991 | 73.3991 | 60.3991 | 60.3991 | 73.3991 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -583653 | -300695 | -575194 | -520447 | -576762 | 517002 |
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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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