Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -442000.6345 | 179974.2373 | -621974.8718 | -102035.9462 | -2965347.328 | 2863311.3818 |
Total P&L (%) | -442.0006 | 179.9742 | -621.9749 | -102.0359 | -2965.3473 | 2863.3114 |
Avg Daily Profit (%) | -0.2431 | 0.099 | -0.342 | 0 | 0 | 0.1865 |
Buy And Hold Return (%) | 639.3093 | 639.3093 | 639.3093 | 639.3093 | 639.3093 | 639.3093 |
Max Trade Drawdown | -583800 | -127145 | -638654 | -6674897 | -5562639 | -1838099 |
Profit Factor | 0.6536 | 1.502 | 0.3222 | 0.9925 | 0.6353 | 1.5153 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 44 | 23 | 21 | 45 | 18 | 27 |
Losing Trades | 42 | 20 | 22 | 41 | 25 | 16 |
Profitability (%) | 51.1628 | 53.4884 | 48.8372 | 52.3256 | 41.8605 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.6239 | 1.3061 | 0.3376 | 0.9043 | 0.8823 | 0.8979 |
Largest Winning Trade | 73241 | 73241 | 50812 | 5753611 | 1245290 | 5753611 |
Largest Losing Trade | -322595 | -70562 | -322595 | -4701249 | -4701249 | -1285010 |
Avg Bars in Trades | 81 | 73 | 90 | 81 | 73 | 90 |
Avg Bars in Winners | 66 | 47 | 87 | 87 | 79 | 93 |
Avg Bars in Losers | 97 | 101 | 93 | 74 | 68 | 85 |
Bars Traded | 7025 | 3139 | 3886 | 7025 | 3139 | 3886 |
Profit Streak | 9.015 | 19.765 | 0 | 0 | 0 | 181.515 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579729 | -223738 | -581179 | -580246 | -583892 | 324215 |
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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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