Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1013282.8607 | -21094.0414 | -992188.8193 | 208086.8964 | -2390482.9547 | 2598569.851 |
Total P&L (%) | -1013.2829 | -21.094 | -992.1888 | 208.0869 | -2390.483 | 2598.5699 |
Avg Daily Profit (%) | -0.5381 | -0.0112 | -0.5269 | 0.0598 | 0 | 0.1752 |
Buy And Hold Return (%) | 251.623 | 251.623 | 251.623 | 251.623 | 251.623 | 251.623 |
Max Trade Drawdown | -1165834 | -156782 | -1067984 | -2409037 | -2580183 | -1326197 |
Profit Factor | 0.2793 | 0.9139 | 0.1454 | 1.0407 | 0.2838 | 2.4611 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 63 | 31 | 32 | 61 | 30 | 31 |
Losing Trades | 15 | 8 | 7 | 17 | 9 | 8 |
Profitability (%) | 80.7692 | 79.4872 | 82.0513 | 78.2051 | 76.9231 | 79.4872 |
Ratio Avg Win / Avg Loss | 0.0665 | 0.2358 | 0.0318 | 0.29 | 0.0851 | 0.6351 |
Largest Winning Trade | 23530 | 23530 | 12255 | 3550629 | 220245 | 3550629 |
Largest Losing Trade | -840145 | -63241 | -840145 | -1497780 | -1497780 | -1157640 |
Avg Bars in Trades | 45 | 53 | 37 | 45 | 53 | 37 |
Avg Bars in Winners | 15 | 13 | 17 | 17 | 16 | 19 |
Avg Bars in Losers | 171 | 208 | 129 | 144 | 176 | 108 |
Bars Traded | 3537 | 2079 | 1458 | 3537 | 2079 | 1458 |
Profit Streak | 163.8992 | 163.8992 | 262.8992 | 163.8992 | 163.8992 | 262.8992 |
Trades During Streak | 21 | 10 | 12 | 21 | 10 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -613559 | -575379 | -575126 | -489431 | -575711 | 544432 |
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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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