Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -800049.1341 | 159241.9247 | -959291.0588 | 79635.2725 | -1798833.7348 | 1878469.0074 |
Total P&L (%) | -800.0491 | 159.2419 | -959.2911 | 79.6353 | -1798.8337 | 1878.469 |
Avg Daily Profit (%) | -0.4437 | 0.0883 | -0.532 | 0.0325 | 0 | 0.1657 |
Buy And Hold Return (%) | 267.1129 | 267.1129 | 267.1129 | 267.1129 | 267.1129 | 267.1129 |
Max Trade Drawdown | -981745 | -175071 | -1051674 | -2730989 | -3290390 | -569697 |
Profit Factor | 0.4896 | 1.4343 | 0.2011 | 1.0139 | 0.6049 | 2.6047 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 68 | 31 | 37 | 66 | 30 | 36 |
Losing Trades | 28 | 17 | 11 | 30 | 18 | 12 |
Profitability (%) | 70.8333 | 64.5833 | 77.0833 | 68.75 | 62.5 | 75 |
Ratio Avg Win / Avg Loss | 0.2016 | 0.7866 | 0.0598 | 0.4609 | 0.3629 | 0.8682 |
Largest Winning Trade | 123513 | 123513 | 22398 | 1311588 | 1311588 | 1215857 |
Largest Losing Trade | -789745 | -70470 | -789745 | -1635849 | -1635849 | -569697 |
Avg Bars in Trades | 218 | 308 | 129 | 218 | 308 | 129 |
Avg Bars in Winners | 107 | 146 | 75 | 131 | 168 | 100 |
Avg Bars in Losers | 488 | 603 | 310 | 410 | 541 | 214 |
Bars Traded | 20999 | 14790 | 6209 | 20999 | 14790 | 6209 |
Profit Streak | 91.1047 | 91.1047 | 301.7713 | 91.1047 | 91.1047 | 301.7713 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576183 | -239058 | -575768 | -517826 | -578510 | 528248 |
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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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