Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -389729.792 | 12920.2579 | -402650.0498 | 1333307.5378 | 136995.828 | 1196311.7097 |
Total P&L (%) | -389.7298 | 12.9203 | -402.6501 | 1333.3075 | 136.9958 | 1196.3117 |
Avg Daily Profit (%) | -0.216 | 0.0072 | -0.2232 | 0.1477 | 0.0478 | 0.1421 |
Buy And Hold Return (%) | 161.0322 | 161.0322 | 161.0322 | 161.0322 | 161.0322 | 161.0322 |
Max Trade Drawdown | -639300 | -84597 | -596519 | -352228 | -352228 | -179065 |
Profit Factor | 0.511 | 1.0739 | 0.3529 | 2.2972 | 1.1887 | 4.9654 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 66 | 31 | 35 | 56 | 25 | 31 |
Losing Trades | 14 | 9 | 5 | 24 | 15 | 9 |
Profitability (%) | 82.5 | 77.5 | 87.5 | 70 | 62.5 | 77.5 |
Ratio Avg Win / Avg Loss | 0.1084 | 0.3118 | 0.0504 | 0.9845 | 0.7132 | 1.4416 |
Largest Winning Trade | 21390 | 21390 | 19071 | 445490 | 110339 | 445490 |
Largest Losing Trade | -359519 | -68302 | -359519 | -352228 | -352228 | -169197 |
Avg Bars in Trades | 59 | 68 | 50 | 59 | 68 | 50 |
Avg Bars in Winners | 16 | 18 | 14 | 28 | 22 | 33 |
Avg Bars in Losers | 261 | 240 | 300 | 132 | 146 | 108 |
Bars Traded | 4760 | 2747 | 2013 | 4760 | 2747 | 2013 |
Profit Streak | 52.847 | 53.1803 | 52.847 | 52.847 | 53.1803 | 52.847 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -598521 | -484829 | -574658 | -13140 | -306340 | 318070 |
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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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