Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1020403.0144 | 60485.3134 | -1080888.3277 | -469369.5732 | -5504798.54 | 5035428.9668 |
Total P&L (%) | -1020.403 | 60.4853 | -1080.8883 | -469.3696 | -5504.7985 | 5035.429 |
Avg Daily Profit (%) | -0.5593 | 0.0332 | -0.5925 | 0 | 0 | 0.2161 |
Buy And Hold Return (%) | 711.7203 | 711.7203 | 711.7203 | 711.7203 | 711.7203 | 711.7203 |
Max Trade Drawdown | -1128048 | -166819 | -1111045 | -10606950 | -8114938 | -3044817 |
Profit Factor | 0.4155 | 1.1707 | 0.2231 | 0.9782 | 0.5496 | 1.5437 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 46 | 24 | 22 | 41 | 20 | 21 |
Losing Trades | 34 | 16 | 18 | 39 | 20 | 19 |
Profitability (%) | 57.5 | 60 | 55 | 51.25 | 50 | 52.5 |
Ratio Avg Win / Avg Loss | 0.3071 | 0.7804 | 0.1825 | 0.9304 | 0.5496 | 1.3967 |
Largest Winning Trade | 84981 | 84981 | 47468 | 9655218 | 1485021 | 9655218 |
Largest Losing Trade | -571225 | -79505 | -571225 | -7679374 | -7679374 | -3044817 |
Avg Bars in Trades | 133 | 137 | 129 | 133 | 137 | 129 |
Avg Bars in Winners | 84 | 85 | 83 | 138 | 147 | 129 |
Avg Bars in Losers | 200 | 216 | 186 | 128 | 127 | 129 |
Bars Traded | 10704 | 5509 | 5195 | 10704 | 5509 | 5195 |
Profit Streak | 12.3552 | 74.8552 | 0 | 0 | 0 | 19.3552 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602687 | -346154 | -580101 | -604393 | -580749 | 383730 |
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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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