Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1701818.4779 | -21594.6644 | -1680223.8135 | 234773.1223 | -14062868.7955 | 14297641.9178 |
Total P&L (%) | -1701.8185 | -21.5947 | -1680.2238 | 234.7731 | -14062.8688 | 14297.6419 |
Avg Daily Profit (%) | -0.7514 | -0.0095 | -0.7418 | 0.0534 | 0 | 0.2197 |
Buy And Hold Return (%) | 520.6897 | 520.6897 | 520.6897 | 520.6897 | 520.6897 | 520.6897 |
Max Trade Drawdown | -1840042 | -140551 | -1753073 | -14852332 | -14386206 | -3104524 |
Profit Factor | 0.2717 | 0.9431 | 0.1415 | 1.0072 | 0.3515 | 2.3067 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 37 | 19 | 18 | 35 | 17 | 18 |
Losing Trades | 48 | 23 | 25 | 50 | 25 | 25 |
Profitability (%) | 43.5294 | 45.2381 | 41.8605 | 41.1765 | 40.4762 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.3525 | 1.1416 | 0.1966 | 1.4389 | 0.5169 | 3.2038 |
Largest Winning Trade | 58951 | 54292 | 58951 | 14989692 | 1715935 | 14989692 |
Largest Losing Trade | -1270082 | -59803 | -1270082 | -6925031 | -6925031 | -2153851 |
Avg Bars in Trades | 75 | 79 | 72 | 75 | 79 | 72 |
Avg Bars in Winners | 64 | 67 | 62 | 68 | 67 | 69 |
Avg Bars in Losers | 83 | 88 | 79 | 80 | 87 | 73 |
Bars Traded | 6424 | 3321 | 3103 | 6424 | 3321 | 3103 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -583067 | -580919 | -583892 | -503253 | -584438 | 341400 |
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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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