Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -352160.4607 | 68951.3822 | -421111.8428 | 3979850.6152 | 1640308.7616 | 2339541.8536 |
Total P&L (%) | -352.1605 | 68.9514 | -421.1118 | 3979.8506 | 1640.3088 | 2339.5419 |
Avg Daily Profit (%) | -0.396 | 0.0775 | -0.4736 | 0.4179 | 0.3218 | 0.3599 |
Buy And Hold Return (%) | 446.7288 | 446.7288 | 446.7288 | 446.7288 | 446.7288 | 446.7288 |
Max Trade Drawdown | -541739 | -13775 | -548595 | -1091097 | -258960 | -1091097 |
Profit Factor | 0.4865 | 2.4949 | 0.3417 | 2.8256 | 5.2054 | 2.307 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 69 | 32 | 37 | 55 | 27 | 28 |
Losing Trades | 11 | 8 | 3 | 25 | 13 | 12 |
Profitability (%) | 86.25 | 80 | 92.5 | 68.75 | 67.5 | 70 |
Ratio Avg Win / Avg Loss | 0.0776 | 0.6237 | 0.0277 | 1.2843 | 2.5063 | 0.9887 |
Largest Winning Trade | 15528 | 14238 | 15528 | 2003698 | 620371 | 2003698 |
Largest Losing Trade | -406154 | -10551 | -406154 | -1091097 | -258960 | -1091097 |
Avg Bars in Trades | 36 | 13 | 60 | 36 | 13 | 60 |
Avg Bars in Winners | 13 | 7 | 19 | 25 | 10 | 40 |
Avg Bars in Losers | 182 | 38 | 566 | 61 | 19 | 106 |
Bars Traded | 2940 | 536 | 2404 | 2940 | 536 | 2404 |
Profit Streak | 109.7002 | 207.7002 | 0 | 109.7002 | 207.7002 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -599219 | -247565 | -575645 | -6324 | 667627 | 448720 |
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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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