Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1827338.2053 | 270933.7659 | -2098271.9713 | 536419.257 | 23565431.5487 | -23029012.2917 |
Total P&L (%) | -1827.3382 | 270.9338 | -2098.272 | 536.4193 | 23565.4315 | -23029.0123 |
Avg Daily Profit (%) | -0.9307 | 0.138 | -1.0686 | 0.0943 | 0.2788 | 0 |
Buy And Hold Return (%) | 10740 | 10740 | 10740 | 10740 | 10740 | 10740 |
Max Trade Drawdown | -1898011 | -91676 | -1892321 | -52436402 | -3305799 | -52622138 |
Profit Factor | 0.3956 | 1.6493 | 0.1948 | 1.0075 | 3.3131 | 0.6272 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 136 | 69 | 67 | 108 | 50 | 58 |
Losing Trades | 68 | 33 | 35 | 96 | 52 | 44 |
Profitability (%) | 66.6667 | 67.6471 | 65.6863 | 52.9412 | 49.0196 | 56.8627 |
Ratio Avg Win / Avg Loss | 0.1978 | 0.7888 | 0.1018 | 0.8955 | 3.4456 | 0.4758 |
Largest Winning Trade | 78348 | 78348 | 26120 | 21846437 | 14961224 | 21846437 |
Largest Losing Trade | -1782922 | -51513 | -1782922 | -50632225 | -2386485 | -50632225 |
Avg Bars in Trades | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Winners | 19 | 19 | 19 | 30 | 28 | 32 |
Avg Bars in Losers | 75 | 75 | 74 | 46 | 46 | 46 |
Bars Traded | 7750 | 3821 | 3929 | 7750 | 3821 | 3929 |
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 | -577549 | -171975 | -579026 | -444980 | 316348 | -580170 |
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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) |
---|