Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1575712.4343 | 105776.7702 | -1681489.2045 | 1073820.9017 | -10816758.8229 | 11890579.7246 |
Total P&L (%) | -1575.7124 | 105.7768 | -1681.4892 | 1073.8209 | -10816.7588 | 11890.5797 |
Avg Daily Profit (%) | -0.8023 | 0.0539 | -0.8562 | 0.1255 | 0 | 0.244 |
Buy And Hold Return (%) | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 |
Max Trade Drawdown | -1861115 | -92843 | -1827484 | -19352237 | -13664280 | -7622395 |
Profit Factor | 0.3033 | 1.4275 | 0.1652 | 1.0272 | 0.3878 | 1.5442 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 27 | 23 | 50 | 26 | 24 |
Losing Trades | 30 | 13 | 17 | 30 | 14 | 16 |
Profitability (%) | 62.5 | 67.5 | 57.5 | 62.5 | 65 | 60 |
Ratio Avg Win / Avg Loss | 0.182 | 0.6873 | 0.1221 | 0.6163 | 0.2088 | 1.0294 |
Largest Winning Trade | 63311 | 39524 | 63311 | 22019209 | 2355241 | 22019209 |
Largest Losing Trade | -1403950 | -66279 | -1403950 | -13345190 | -13345190 | -7244510 |
Avg Bars in Trades | 71 | 71 | 72 | 71 | 71 | 72 |
Avg Bars in Winners | 39 | 40 | 37 | 42 | 41 | 43 |
Avg Bars in Losers | 125 | 135 | 118 | 121 | 127 | 115 |
Bars Traded | 5747 | 2864 | 2883 | 5747 | 2864 | 2883 |
Profit Streak | 444.2187 | 444.2187 | 566.552 | 444.2187 | 444.2187 | 566.552 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601319 | -284695 | -578443 | -403710 | -578220 | 455345 |
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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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