Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -646360.2929 | 67179.8532 | -713540.1461 | 1473805.4268 | -1749080.9538 | 3222886.3806 |
Total P&L (%) | -646.3603 | 67.1799 | -713.5401 | 1473.8054 | -1749.081 | 3222.8864 |
Avg Daily Profit (%) | -0.2682 | 0.0279 | -0.2961 | 0.1144 | 0 | 0.1455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -846295 | -71625 | -888867 | -1550973 | -2220920 | -358421 |
Profit Factor | 0.5174 | 1.1946 | 0.2823 | 1.2121 | 0.6904 | 3.4806 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 55 | 27 | 28 | 49 | 23 | 26 |
Losing Trades | 26 | 14 | 12 | 32 | 18 | 14 |
Profitability (%) | 67.9012 | 65.8537 | 70 | 60.4938 | 56.0976 | 65 |
Ratio Avg Win / Avg Loss | 0.2446 | 0.6194 | 0.121 | 0.7916 | 0.5403 | 1.8742 |
Largest Winning Trade | 44091 | 44091 | 35546 | 1574089 | 548238 | 1574089 |
Largest Losing Trade | -716731 | -71625 | -716731 | -1505134 | -1505134 | -285178 |
Avg Bars in Trades | 57 | 75 | 39 | 57 | 75 | 39 |
Avg Bars in Winners | 37 | 48 | 26 | 44 | 50 | 38 |
Avg Bars in Losers | 101 | 128 | 70 | 78 | 107 | 41 |
Bars Traded | 4678 | 3089 | 1589 | 4678 | 3089 | 1589 |
Profit Streak | 9.5021 | 153.0021 | 0 | 9.5021 | 153.0021 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593791 | -160474 | -578157 | -55915 | -578539 | 367507 |
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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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