Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1047344.2362 | 32199.3755 | -1079543.6118 | -924644.7861 | -4772477.364 | 3847832.5779 |
Total P&L (%) | -1047.3442 | 32.1994 | -1079.5436 | -924.6448 | -4772.4774 | 3847.8326 |
Avg Daily Profit (%) | -0.5736 | 0.0176 | -0.5912 | 0 | 0 | 0.2015 |
Buy And Hold Return (%) | 696.1446 | 696.1446 | 696.1446 | 696.1446 | 696.1446 | 696.1446 |
Max Trade Drawdown | -1115022 | -116446 | -1105103 | -11631516 | -8451381 | -3307898 |
Profit Factor | 0.3639 | 1.1169 | 0.2127 | 0.9547 | 0.5671 | 1.4094 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 43 | 22 | 21 | 36 | 15 | 21 |
Losing Trades | 37 | 18 | 19 | 44 | 25 | 19 |
Profitability (%) | 53.75 | 55 | 52.5 | 45 | 37.5 | 52.5 |
Ratio Avg Win / Avg Loss | 0.3132 | 0.9138 | 0.1924 | 1.1669 | 0.9452 | 1.2751 |
Largest Winning Trade | 48365 | 39967 | 48365 | 8375743 | 1349999 | 8375743 |
Largest Losing Trade | -596627 | -80064 | -596627 | -6974397 | -6974397 | -2272151 |
Avg Bars in Trades | 43 | 46 | 41 | 43 | 46 | 41 |
Avg Bars in Winners | 30 | 32 | 28 | 44 | 46 | 43 |
Avg Bars in Losers | 59 | 62 | 56 | 43 | 46 | 39 |
Bars Traded | 3514 | 1847 | 1667 | 3514 | 1847 | 1667 |
Profit Streak | 0 | 0 | 0 | 44.3619 | 44.3619 | 110.3619 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -604069 | -427999 | -580425 | -603338 | -584623 | 342958 |
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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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