Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -835828.8443 | 80052.1968 | -915881.0411 | -471794.8238 | -5318142.0562 | 4846347.2324 |
Total P&L (%) | -835.8288 | 80.0522 | -915.881 | -471.7948 | -5318.1421 | 4846.3472 |
Avg Daily Profit (%) | -0.4585 | 0.0439 | -0.5024 | 0 | 0 | 0.2142 |
Buy And Hold Return (%) | 748.7733 | 748.7733 | 748.7733 | 748.7733 | 748.7733 | 748.7733 |
Max Trade Drawdown | -956845 | -163301 | -960876 | -7471770 | -5538448 | -3441022 |
Profit Factor | 0.4693 | 1.2522 | 0.2716 | 0.9696 | 0.3261 | 1.6373 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 24 | 21 | 38 | 18 | 20 |
Losing Trades | 35 | 16 | 19 | 42 | 22 | 20 |
Profitability (%) | 56.25 | 60 | 52.5 | 47.5 | 45 | 50 |
Ratio Avg Win / Avg Loss | 0.365 | 0.8348 | 0.2457 | 1.0716 | 0.3986 | 1.6373 |
Largest Winning Trade | 70816 | 70816 | 57413 | 9531137 | 1028933 | 9531137 |
Largest Losing Trade | -392579 | -79370 | -392579 | -5044045 | -5044045 | -3065024 |
Avg Bars in Trades | 133 | 142 | 125 | 133 | 142 | 125 |
Avg Bars in Winners | 89 | 100 | 76 | 139 | 172 | 109 |
Avg Bars in Losers | 191 | 205 | 179 | 129 | 118 | 141 |
Bars Traded | 10711 | 5698 | 5013 | 10711 | 5698 | 5013 |
Profit Streak | 0 | 0 | 0 | 34 | 34 | 110 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -603745 | -300585 | -580425 | -602867 | -582152 | 428181 |
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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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