Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -992961.9698 | 98259.4281 | -1091221.3978 | -2955491.2756 | -6864144.1741 | 3908652.8984 |
Total P&L (%) | -992.962 | 98.2594 | -1091.2214 | -2955.4913 | -6864.1442 | 3908.6529 |
Avg Daily Profit (%) | -0.5453 | 0.054 | -0.5993 | 0 | 0 | 0.2029 |
Buy And Hold Return (%) | 636.9662 | 636.9662 | 636.9662 | 636.9662 | 636.9662 | 636.9662 |
Max Trade Drawdown | -1198204 | -129124 | -1185099 | -12977402 | -9579827 | -4479854 |
Profit Factor | 0.4401 | 1.3077 | 0.2496 | 0.8957 | 0.5409 | 1.2919 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 23 | 22 | 38 | 18 | 20 |
Losing Trades | 35 | 17 | 18 | 42 | 22 | 20 |
Profitability (%) | 56.25 | 57.5 | 55 | 47.5 | 45 | 50 |
Ratio Avg Win / Avg Loss | 0.3423 | 0.9666 | 0.2042 | 0.99 | 0.6611 | 1.2919 |
Largest Winning Trade | 50357 | 50357 | 43858 | 10503155 | 1689586 | 10503155 |
Largest Losing Trade | -627387 | -78392 | -627387 | -7028645 | -7028645 | -3429871 |
Avg Bars in Trades | 131 | 136 | 125 | 131 | 136 | 125 |
Avg Bars in Winners | 93 | 90 | 96 | 130 | 132 | 129 |
Avg Bars in Losers | 180 | 199 | 161 | 131 | 140 | 121 |
Bars Traded | 10505 | 5476 | 5029 | 10505 | 5476 | 5029 |
Profit Streak | 6.8718 | 89.5384 | 0 | 0 | 0 | 107.0384 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -603059 | -285805 | -580101 | -605527 | -582694 | 320537 |
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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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