Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -801842.4758 | 105163.6671 | -907006.1429 | -642608.9825 | -3975763.7639 | 3333154.7814 |
Total P&L (%) | -801.8425 | 105.1637 | -907.0061 | -642.609 | -3975.7638 | 3333.1548 |
Avg Daily Profit (%) | -0.4409 | 0.0578 | -0.4988 | 0 | 0 | 0.1946 |
Buy And Hold Return (%) | 607.6739 | 607.6739 | 607.6739 | 607.6739 | 607.6739 | 607.6739 |
Max Trade Drawdown | -932883 | -129132 | -937962 | -7453724 | -4310921 | -3757259 |
Profit Factor | 0.4868 | 1.3136 | 0.2608 | 0.9576 | 0.4556 | 1.424 |
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 | 0.3786 | 0.8757 | 0.236 | 1.0584 | 0.5569 | 1.424 |
Largest Winning Trade | 65147 | 65147 | 50562 | 8695078 | 895806 | 8695078 |
Largest Losing Trade | -408712 | -79940 | -408712 | -3483050 | -3483050 | -2394064 |
Avg Bars in Trades | 89 | 95 | 83 | 89 | 95 | 83 |
Avg Bars in Winners | 57 | 63 | 50 | 92 | 113 | 73 |
Avg Bars in Losers | 130 | 143 | 119 | 86 | 80 | 93 |
Bars Traded | 7149 | 3809 | 3340 | 7149 | 3809 | 3340 |
Profit Streak | 6.7193 | 68.2193 | 0 | 0 | 0 | 109.2193 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -603058 | -280683 | -580425 | -603861 | -582694 | 317155 |
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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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