Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -529268.9324 | 18517.7354 | -547786.6678 | 1372954.3446 | 266412.1197 | 1106542.2249 |
Total P&L (%) | -529.2689 | 18.5177 | -547.7867 | 1372.9543 | 266.4121 | 1106.5422 |
Avg Daily Profit (%) | -0.5945 | 0.0208 | -0.6153 | 0.3026 | 0.146 | 0.2801 |
Buy And Hold Return (%) | 383.5407 | 383.5407 | 383.5407 | 383.5407 | 383.5407 | 383.5407 |
Max Trade Drawdown | -625364 | -45183 | -611722 | -474464 | -444230 | -422235 |
Profit Factor | 0.4173 | 1.1243 | 0.2786 | 1.6825 | 1.3166 | 1.9458 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 18 | 27 | 43 | 22 | 21 |
Losing Trades | 35 | 22 | 13 | 37 | 18 | 19 |
Profitability (%) | 56.25 | 45 | 67.5 | 53.75 | 55 | 52.5 |
Ratio Avg Win / Avg Loss | 0.3246 | 1.3742 | 0.1341 | 1.4478 | 1.0772 | 1.7605 |
Largest Winning Trade | 28872 | 23658 | 28872 | 1399575 | 245342 | 1399575 |
Largest Losing Trade | -398930 | -17598 | -398930 | -327856 | -194130 | -327856 |
Avg Bars in Trades | 31 | 19 | 42 | 31 | 19 | 42 |
Avg Bars in Winners | 20 | 21 | 20 | 26 | 16 | 36 |
Avg Bars in Losers | 44 | 18 | 89 | 36 | 23 | 49 |
Bars Traded | 2498 | 792 | 1706 | 2498 | 792 | 1706 |
Profit Streak | 48.2781 | 96.9447 | 48.2781 | 48.2781 | 96.9447 | 48.2781 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602196 | -414860 | -577491 | -13347 | -161432 | 379671 |
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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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