Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -289905.9851 | 72016.1955 | -361922.1806 | 3105958.093 | 272390.8067 | 2833567.2862 |
Total P&L (%) | -289.906 | 72.0162 | -361.9222 | 3105.9581 | 272.3908 | 2833.5673 |
Avg Daily Profit (%) | -0.1604 | 0.0398 | -0.2002 | 0.192 | 0.0728 | 0.1871 |
Buy And Hold Return (%) | 164.0326 | 164.0326 | 164.0326 | 164.0326 | 164.0326 | 164.0326 |
Max Trade Drawdown | -572666 | -96621 | -592417 | -1852071 | -1852071 | -425420 |
Profit Factor | 0.6565 | 1.3503 | 0.433 | 1.9348 | 1.1107 | 4.2877 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 68 | 33 | 35 | 58 | 26 | 32 |
Losing Trades | 12 | 7 | 5 | 22 | 14 | 8 |
Profitability (%) | 85 | 82.5 | 87.5 | 72.5 | 65 | 80 |
Ratio Avg Win / Avg Loss | 0.1158 | 0.2864 | 0.0619 | 0.7339 | 0.5981 | 1.0719 |
Largest Winning Trade | 24608 | 22652 | 24608 | 1312118 | 449737 | 1312118 |
Largest Losing Trade | -371445 | -57429 | -371445 | -1852071 | -1852071 | -425420 |
Avg Bars in Trades | 39 | 40 | 39 | 39 | 40 | 39 |
Avg Bars in Winners | 13 | 11 | 15 | 21 | 9 | 30 |
Avg Bars in Losers | 186 | 174 | 204 | 87 | 96 | 73 |
Bars Traded | 3173 | 1602 | 1571 | 3173 | 1602 | 1571 |
Profit Streak | 0 | 145.2397 | 0 | 0 | 145.2397 | 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 | -599902 | -301192 | -576131 | -11716 | -202009 | 648218 |
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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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