Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -132986.7255 | 344833.556 | -477820.2815 | 9614574.9848 | 1493708.6968 | 8120866.2881 |
Total P&L (%) | -132.9867 | 344.8336 | -477.8203 | 9614.575 | 1493.7087 | 8120.8663 |
Avg Daily Profit (%) | -0.0531 | 0.1378 | -0.191 | 0.183 | 0.1107 | 0.1764 |
Buy And Hold Return (%) | 468.2167 | 468.2167 | 468.2167 | 468.2167 | 468.2167 | 468.2167 |
Max Trade Drawdown | -658831 | -78464 | -691682 | -5971964 | -5419965 | -3662835 |
Profit Factor | 0.8842 | 2.3333 | 0.4631 | 1.4889 | 1.1124 | 2.2738 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 25 | 26 | 51 | 24 | 27 |
Losing Trades | 33 | 17 | 16 | 33 | 18 | 15 |
Profitability (%) | 60.7143 | 59.5238 | 61.9048 | 60.7143 | 57.1429 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.5721 | 1.5867 | 0.285 | 0.9634 | 0.8343 | 1.2632 |
Largest Winning Trade | 107386 | 107386 | 61122 | 4135426 | 4135426 | 2002641 |
Largest Losing Trade | -373157 | -47448 | -373157 | -3868979 | -3868979 | -2000282 |
Avg Bars in Trades | 85 | 91 | 80 | 85 | 91 | 80 |
Avg Bars in Winners | 75 | 78 | 72 | 84 | 81 | 86 |
Avg Bars in Losers | 102 | 110 | 93 | 88 | 105 | 69 |
Bars Traded | 7219 | 3846 | 3373 | 7219 | 3846 | 3373 |
Profit Streak | 0 | 139.4036 | 0 | 0 | 139.4036 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578886 | -168161 | -579191 | 336792 | -144374 | 466137 |
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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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