Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -239268.4685 | 256741.727 | -496010.1955 | -250387.7996 | 4756458.2545 | -5006846.0541 |
Total P&L (%) | -239.2685 | 256.7417 | -496.0102 | -250.3878 | 4756.4583 | -5006.8461 |
Avg Daily Profit (%) | -0.1101 | 0.1182 | -0.2283 | 0 | 0.1788 | 0 |
Buy And Hold Return (%) | 549.8389 | 549.8389 | 549.8389 | 549.8389 | 549.8389 | 549.8389 |
Max Trade Drawdown | -726108 | -135546 | -668199 | -11632413 | -3888309 | -8912321 |
Profit Factor | 0.7382 | 2.4606 | 0.3282 | 0.9826 | 2.202 | 0.5187 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 59 | 29 | 30 | 35 | 21 | 14 |
Losing Trades | 21 | 11 | 10 | 45 | 19 | 26 |
Profitability (%) | 73.75 | 72.5 | 75 | 43.75 | 52.5 | 35 |
Ratio Avg Win / Avg Loss | 0.2628 | 0.9333 | 0.1094 | 1.2633 | 1.9923 | 0.9633 |
Largest Winning Trade | 122533 | 122533 | 60385 | 6471485 | 6471485 | 3136467 |
Largest Losing Trade | -312241 | -85451 | -312241 | -8912321 | -2692810 | -8912321 |
Avg Bars in Trades | 77 | 80 | 73 | 77 | 80 | 73 |
Avg Bars in Winners | 17 | 23 | 11 | 101 | 114 | 81 |
Avg Bars in Losers | 244 | 230 | 260 | 58 | 43 | 69 |
Bars Traded | 6185 | 3228 | 2957 | 6185 | 3228 | 2957 |
Profit Streak | 26.7837 | 26.7837 | 73.7837 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -599658 | -195177 | -576085 | -605319 | 446370 | -586583 |
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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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