Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -346067.122 | 78231.9871 | -424299.1091 | 1331496.566 | -188460.4861 | 1519957.0521 |
Total P&L (%) | -346.0671 | 78.232 | -424.2991 | 1331.4966 | -188.4605 | 1519.9571 |
Avg Daily Profit (%) | -0.1908 | 0.0431 | -0.2339 | 0.1468 | 0 | 0.1536 |
Buy And Hold Return (%) | 106.1291 | 106.1291 | 106.1291 | 106.1291 | 106.1291 | 106.1291 |
Max Trade Drawdown | -646440 | -118348 | -624946 | -820640 | -856075 | -380534 |
Profit Factor | 0.6293 | 1.2916 | 0.3623 | 1.5589 | 0.8975 | 3.7992 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 75.6098 | 75.6098 | 75.6098 | 75.6098 | 75.6098 | 75.6098 |
Ratio Avg Win / Avg Loss | 0.203 | 0.4166 | 0.1169 | 0.5029 | 0.2895 | 1.2255 |
Largest Winning Trade | 23854 | 23854 | 21461 | 853664 | 253399 | 853664 |
Largest Losing Trade | -346614 | -73081 | -346614 | -820640 | -820640 | -370965 |
Avg Bars in Trades | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Winners | 18 | 12 | 24 | 25 | 15 | 34 |
Avg Bars in Losers | 107 | 129 | 86 | 85 | 118 | 53 |
Bars Traded | 3289 | 1678 | 1610 | 3289 | 1678 | 1610 |
Profit Streak | 109.8679 | 166.8679 | 109.8679 | 109.8679 | 166.8679 | 109.8679 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -584567 | -297977 | -576464 | -423 | -576039 | 639296 |
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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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