Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -386982.8044 | 84342.1477 | -471324.9521 | 5803956.506 | 2866640.2963 | 2937316.2097 |
Total P&L (%) | -386.9828 | 84.3421 | -471.325 | 5803.9565 | 2866.6403 | 2937.3162 |
Avg Daily Profit (%) | -0.2097 | 0.0457 | -0.2554 | 0.2212 | 0.1839 | 0.1851 |
Buy And Hold Return (%) | 521.9502 | 521.9502 | 521.9502 | 521.9502 | 521.9502 | 521.9502 |
Max Trade Drawdown | -592151 | -69051 | -583745 | -1731298 | -262491 | -1731298 |
Profit Factor | 0.5639 | 1.8801 | 0.4045 | 2.2458 | 5.5799 | 1.7284 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 60 | 26 | 34 | 46 | 25 | 21 |
Losing Trades | 20 | 14 | 6 | 34 | 15 | 19 |
Profitability (%) | 75 | 65 | 85 | 57.5 | 62.5 | 52.5 |
Ratio Avg Win / Avg Loss | 0.188 | 1.0124 | 0.0714 | 1.66 | 3.3479 | 1.5638 |
Largest Winning Trade | 22182 | 19034 | 22182 | 2043346 | 825813 | 2043346 |
Largest Losing Trade | -437841 | -63482 | -437841 | -1731298 | -99367 | -1731298 |
Avg Bars in Trades | 39 | 9 | 69 | 39 | 9 | 69 |
Avg Bars in Winners | 18 | 3 | 30 | 32 | 11 | 58 |
Avg Bars in Losers | 101 | 19 | 291 | 48 | 6 | 81 |
Bars Traded | 3143 | 370 | 2773 | 3143 | 370 | 2773 |
Profit Streak | 0 | 209.7761 | 0 | 0 | 209.7761 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601037 | -291555 | -576374 | -10033 | 663314 | 382465 |
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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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