Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -300638.1354 | 276373.7077 | -577011.843 | -380502.5028 | -3760311.2446 | 3379808.7418 |
Total P&L (%) | -300.6381 | 276.3737 | -577.0118 | -380.5025 | -3760.3112 | 3379.8087 |
Avg Daily Profit (%) | -0.1651 | 0.1517 | -0.3168 | 0 | 0 | 0.1951 |
Buy And Hold Return (%) | 719.2791 | 719.2791 | 719.2791 | 719.2791 | 719.2791 | 719.2791 |
Max Trade Drawdown | -603280 | -142406 | -593181 | -4003498 | -4660466 | -1779483 |
Profit Factor | 0.7397 | 1.7972 | 0.2862 | 0.9636 | 0.3993 | 1.8056 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 17 | 20 | 44 | 22 | 22 |
Losing Trades | 47 | 25 | 22 | 40 | 20 | 20 |
Profitability (%) | 44.0476 | 40.4762 | 47.619 | 52.381 | 52.381 | 52.381 |
Ratio Avg Win / Avg Loss | 0.9397 | 2.643 | 0.3149 | 0.876 | 0.363 | 1.6415 |
Largest Winning Trade | 259059 | 259059 | 48759 | 5582709 | 540242 | 5582709 |
Largest Losing Trade | -300614 | -69083 | -300614 | -1942306 | -1942306 | -1681883 |
Avg Bars in Trades | 125 | 145 | 104 | 125 | 145 | 104 |
Avg Bars in Winners | 114 | 144 | 89 | 119 | 117 | 120 |
Avg Bars in Losers | 133 | 145 | 118 | 131 | 175 | 87 |
Bars Traded | 10500 | 6107 | 4392 | 10500 | 6107 | 4392 |
Profit Streak | 0 | 0 | 84.2334 | 33.5668 | 52.7334 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -582868 | -158820 | -581102 | -579703 | -579862 | 366181 |
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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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