Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1331614.6274 | 169520.4343 | -1501135.0617 | 2141471.8065 | -1401927.0877 | 3543398.8942 |
Total P&L (%) | -1331.6146 | 169.5204 | -1501.1351 | 2141.4718 | -1401.9271 | 3543.3989 |
Avg Daily Profit (%) | -0.6016 | 0.0766 | -0.6782 | 0.1406 | 0 | 0.1626 |
Buy And Hold Return (%) | 204.1528 | 204.1528 | 204.1528 | 204.1528 | 204.1528 | 204.1528 |
Max Trade Drawdown | -1726352 | -100033 | -1723453 | -7056080 | -5497417 | -4090430 |
Profit Factor | 0.3767 | 1.6761 | 0.2039 | 1.1049 | 0.876 | 1.389 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 21 | 25 | 48 | 22 | 26 |
Losing Trades | 37 | 20 | 17 | 35 | 19 | 16 |
Profitability (%) | 55.4217 | 51.2195 | 59.5238 | 57.8313 | 53.6585 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.303 | 1.5963 | 0.1386 | 0.8056 | 0.7566 | 0.8548 |
Largest Winning Trade | 83602 | 83602 | 52795 | 2230748 | 1351901 | 2230748 |
Largest Losing Trade | -1607772 | -37587 | -1607772 | -3383890 | -2868893 | -3383890 |
Avg Bars in Trades | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Winners | 64 | 65 | 64 | 70 | 65 | 75 |
Avg Bars in Losers | 92 | 91 | 93 | 86 | 93 | 77 |
Bars Traded | 6405 | 3209 | 3196 | 6405 | 3209 | 3196 |
Profit Streak | 85.2798 | 92.2798 | 85.2798 | 85.2798 | 92.2798 | 85.2798 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580391 | -252534 | -578941 | -111042 | -579709 | 317658 |
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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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