Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -682338.5878 | 55064.0128 | -737402.6006 | 13314849.7079 | 1814713.015 | 11500136.6929 |
Total P&L (%) | -682.3386 | 55.064 | -737.4026 | 13314.8497 | 1814.713 | 11500.1367 |
Avg Daily Profit (%) | -0.3535 | 0.0285 | -0.382 | 0.2541 | 0.153 | 0.2465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1004326 | -29509 | -1005093 | -10843992 | -2885985 | -9106324 |
Profit Factor | 0.4696 | 2.0578 | 0.4026 | 1.5162 | 1.4167 | 1.5365 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 58 | 27 | 31 | 54 | 27 | 27 |
Losing Trades | 25 | 15 | 10 | 29 | 15 | 14 |
Profitability (%) | 69.8795 | 64.2857 | 75.6098 | 65.0602 | 64.2857 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.2024 | 1.1432 | 0.1299 | 0.8143 | 0.787 | 0.7967 |
Largest Winning Trade | 58747 | 19124 | 58747 | 2719878 | 707520 | 2719878 |
Largest Losing Trade | -852287 | -13233 | -852287 | -7102428 | -1398244 | -7102428 |
Avg Bars in Trades | 86 | 4 | 170 | 86 | 4 | 170 |
Avg Bars in Winners | 47 | 3 | 86 | 56 | 3 | 110 |
Avg Bars in Losers | 176 | 6 | 430 | 141 | 6 | 285 |
Bars Traded | 7159 | 181 | 6978 | 7159 | 181 | 6978 |
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 | -579200 | -150797 | -577422 | 330883 | 321821 | 373994 |
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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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