Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -800147.1967 | 41113.3926 | -841260.5893 | -642494.4782 | -4335220.0489 | 3692725.5707 |
Total P&L (%) | -800.1472 | 41.1134 | -841.2606 | -642.4945 | -4335.22 | 3692.7256 |
Avg Daily Profit (%) | -0.4401 | 0.0226 | -0.4627 | 0 | 0 | 0.2002 |
Buy And Hold Return (%) | 719.8027 | 719.8027 | 719.8027 | 719.8027 | 719.8027 | 719.8027 |
Max Trade Drawdown | -917626 | -133541 | -889949 | -8281354 | -6336243 | -1955783 |
Profit Factor | 0.4044 | 1.1607 | 0.2265 | 0.9476 | 0.4579 | 1.8659 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 20 | 23 | 38 | 18 | 20 |
Losing Trades | 39 | 21 | 18 | 44 | 23 | 21 |
Profitability (%) | 52.439 | 48.7805 | 56.0976 | 46.3415 | 43.9024 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.3668 | 1.2188 | 0.1773 | 1.0972 | 0.585 | 1.9591 |
Largest Winning Trade | 57175 | 57175 | 43861 | 4393860 | 1235909 | 4393860 |
Largest Losing Trade | -480449 | -78554 | -480449 | -5620316 | -5620316 | -1528520 |
Avg Bars in Trades | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Winners | 22 | 27 | 18 | 40 | 39 | 40 |
Avg Bars in Losers | 64 | 68 | 60 | 44 | 54 | 33 |
Bars Traded | 3489 | 1973 | 1516 | 3489 | 1973 | 1516 |
Profit Streak | 0 | 0 | 22.4505 | 10.9505 | 20.4505 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -589239 | -372588 | -579403 | -588669 | -582559 | 356242 |
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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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