Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1640019.3494 | -44414.9958 | -1595604.3536 | 71052.0848 | -2016060.6689 | 2087112.7537 |
Total P&L (%) | -1640.0193 | -44.415 | -1595.6044 | 71.0521 | -2016.0607 | 2087.1128 |
Avg Daily Profit (%) | -0.8744 | -0.0237 | -0.8507 | 0.0286 | 0 | 0.1646 |
Buy And Hold Return (%) | 551.6394 | 551.6394 | 551.6394 | 551.6394 | 551.6394 | 551.6394 |
Max Trade Drawdown | -1742389 | -148323 | -1690437 | -1869785 | -2505308 | -1222490 |
Profit Factor | 0.2828 | 0.8661 | 0.1838 | 1.0121 | 0.3488 | 1.7525 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 40 | 16 | 24 | 44 | 16 | 28 |
Losing Trades | 41 | 24 | 17 | 37 | 24 | 13 |
Profitability (%) | 49.3827 | 40 | 58.5366 | 54.321 | 40 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.2898 | 1.2991 | 0.1302 | 0.8511 | 0.5233 | 0.8137 |
Largest Winning Trade | 39485 | 39485 | 38484 | 2113086 | 200407 | 2113086 |
Largest Losing Trade | -1165364 | -48299 | -1165364 | -993831 | -903786 | -993831 |
Avg Bars in Trades | 66 | 76 | 57 | 66 | 76 | 57 |
Avg Bars in Winners | 47 | 64 | 35 | 50 | 58 | 45 |
Avg Bars in Losers | 86 | 84 | 88 | 87 | 89 | 83 |
Bars Traded | 5420 | 3071 | 2349 | 5420 | 3071 | 2349 |
Profit Streak | 24.809 | 34.1423 | 24.809 | 24.809 | 34.1423 | 24.809 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -596269 | -582430 | -579092 | -543990 | -584097 | 317373 |
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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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