Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -347278.7397 | 101117.0728 | -448395.8125 | 5131181.8312 | 1582165.8508 | 3549015.9804 |
Total P&L (%) | -347.2787 | 101.1171 | -448.3958 | 5131.1818 | 1582.1659 | 3549.016 |
Avg Daily Profit (%) | -0.192 | 0.0559 | -0.2479 | 0.219 | 0.1562 | 0.199 |
Buy And Hold Return (%) | 872.7768 | 872.7768 | 872.7768 | 872.7768 | 872.7768 | 872.7768 |
Max Trade Drawdown | -739506 | -88622 | -706425 | -1542500 | -1590414 | -1078089 |
Profit Factor | 0.6418 | 1.7274 | 0.4602 | 2.4782 | 1.8195 | 3.3036 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 56 | 28 | 28 | 50 | 23 | 27 |
Losing Trades | 23 | 12 | 11 | 29 | 17 | 12 |
Profitability (%) | 70.8861 | 70 | 71.7949 | 63.2911 | 57.5 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.2636 | 0.7403 | 0.1808 | 1.4374 | 1.3449 | 1.4683 |
Largest Winning Trade | 36239 | 29303 | 36239 | 1127052 | 1126031 | 1127052 |
Largest Losing Trade | -371235 | -70317 | -371235 | -1234763 | -1234763 | -687075 |
Avg Bars in Trades | 80 | 36 | 125 | 80 | 36 | 125 |
Avg Bars in Winners | 31 | 19 | 43 | 54 | 20 | 82 |
Avg Bars in Losers | 200 | 78 | 334 | 126 | 58 | 222 |
Bars Traded | 6373 | 1471 | 4902 | 6373 | 1471 | 4902 |
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 | -609070 | -280937 | -577932 | -18212 | 103222 | 489045 |
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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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