Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1265947.9293 | 31420.1496 | -1297368.079 | 1833108.0238 | -365861.4817 | 2198969.5054 |
Total P&L (%) | -1265.9479 | 31.4202 | -1297.3681 | 1833.108 | -365.8615 | 2198.9695 |
Avg Daily Profit (%) | -0.5807 | 0.0144 | -0.5951 | 0.136 | 0 | 0.1439 |
Buy And Hold Return (%) | 193.6306 | 193.6306 | 193.6306 | 193.6306 | 193.6306 | 193.6306 |
Max Trade Drawdown | -1473267 | -69630 | -1485133 | -1243961 | -1077765 | -418365 |
Profit Factor | 0.3579 | 1.1527 | 0.2653 | 1.8648 | 0.7193 | 3.6937 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 23 | 28 | 43 | 20 | 23 |
Losing Trades | 27 | 16 | 11 | 35 | 19 | 16 |
Profitability (%) | 65.3846 | 58.9744 | 71.7949 | 55.1282 | 51.2821 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.1895 | 0.8019 | 0.1042 | 1.5179 | 0.6833 | 2.5695 |
Largest Winning Trade | 39282 | 33037 | 39282 | 711173 | 253645 | 711173 |
Largest Losing Trade | -825157 | -48518 | -825157 | -958119 | -958119 | -382776 |
Avg Bars in Trades | 82 | 33 | 131 | 82 | 33 | 131 |
Avg Bars in Winners | 47 | 22 | 67 | 76 | 21 | 123 |
Avg Bars in Losers | 149 | 49 | 295 | 90 | 46 | 143 |
Bars Traded | 6453 | 1313 | 5140 | 6453 | 1313 | 5140 |
Profit Streak | 70.3353 | 109.6686 | 70.3353 | 70.3353 | 109.6686 | 70.3353 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615854 | -391465 | -576964 | -44265 | -579633 | 305400 |
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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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