Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -253902.3247 | 115943.411 | -369845.7358 | 4700806.3106 | 670955.2495 | 4029851.0611 |
Total P&L (%) | -253.9023 | 115.9434 | -369.8457 | 4700.8063 | 670.9552 | 4029.8511 |
Avg Daily Profit (%) | -0.1351 | 0.0617 | -0.1967 | 0.2061 | 0.1087 | 0.1981 |
Buy And Hold Return (%) | 215.5633 | 215.5633 | 215.5633 | 215.5633 | 215.5633 | 215.5633 |
Max Trade Drawdown | -405908 | -95371 | -454992 | -2396736 | -1259149 | -2294839 |
Profit Factor | 0.6594 | 1.7947 | 0.3832 | 1.7073 | 1.2003 | 2.2228 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 65 | 29 | 36 | 47 | 27 | 20 |
Losing Trades | 16 | 12 | 4 | 34 | 14 | 20 |
Profitability (%) | 80.2469 | 70.7317 | 90 | 58.0247 | 65.8537 | 50 |
Ratio Avg Win / Avg Loss | 0.1623 | 0.7426 | 0.0426 | 1.2351 | 0.6224 | 2.2228 |
Largest Winning Trade | 48657 | 48657 | 16352 | 4930811 | 941635 | 4930811 |
Largest Losing Trade | -313602 | -50953 | -313602 | -1073325 | -1073325 | -965132 |
Avg Bars in Trades | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Winners | 12 | 16 | 9 | 46 | 47 | 46 |
Avg Bars in Losers | 172 | 122 | 324 | 40 | 48 | 35 |
Bars Traded | 3584 | 1944 | 1640 | 3584 | 1944 | 1640 |
Profit Streak | 52.6914 | 183.6914 | 52.6914 | 52.6914 | 183.6914 | 52.6914 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591326 | -271621 | -574902 | -3206 | -49183 | 477585 |
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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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