Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -267706.4875 | 184694.8162 | -452401.3037 | 9145766.591 | 970372.745 | 8175393.846 |
Total P&L (%) | -267.7065 | 184.6948 | -452.4013 | 9145.7666 | 970.3727 | 8175.3938 |
Avg Daily Profit (%) | -0.1071 | 0.0739 | -0.1809 | 0.1812 | 0.0949 | 0.1768 |
Buy And Hold Return (%) | 838.1798 | 838.1798 | 838.1798 | 838.1798 | 838.1798 | 838.1798 |
Max Trade Drawdown | -524228 | -40398 | -559532 | -4656104 | -1781492 | -3451224 |
Profit Factor | 0.6567 | 2.8727 | 0.3359 | 2.3623 | 1.3781 | 2.9714 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 65 | 32 | 33 | 41 | 21 | 20 |
Losing Trades | 14 | 8 | 6 | 38 | 19 | 19 |
Profitability (%) | 82.2785 | 80 | 84.6154 | 51.8987 | 52.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.1414 | 0.7182 | 0.0611 | 2.1895 | 1.2469 | 2.8229 |
Largest Winning Trade | 78690 | 78690 | 33006 | 10189225 | 1459135 | 10189225 |
Largest Losing Trade | -363438 | -36423 | -363438 | -1978886 | -715612 | -1978886 |
Avg Bars in Trades | 57 | 50 | 63 | 57 | 50 | 63 |
Avg Bars in Winners | 28 | 19 | 38 | 61 | 57 | 66 |
Avg Bars in Losers | 188 | 174 | 206 | 52 | 42 | 61 |
Bars Traded | 4505 | 2014 | 2491 | 4505 | 2014 | 2491 |
Profit Streak | 128.7143 | 325.2143 | 128.7143 | 327.7143 | 329.2143 | 327.7143 |
Trades During Streak | 3 | 2 | 1 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606316 | -252510 | -575852 | -17269 | -180375 | 528005 |
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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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