Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -200691.1781 | 368012.9516 | -568704.1297 | 11547314.2185 | 3858423.5959 | 7688890.6226 |
Total P&L (%) | -200.6912 | 368.013 | -568.7041 | 11547.3142 | 3858.4236 | 7688.8906 |
Avg Daily Profit (%) | -0.0801 | 0.1468 | -0.2268 | 0.19 | 0.1468 | 0.1739 |
Buy And Hold Return (%) | 485.3347 | 485.3347 | 485.3347 | 485.3347 | 485.3347 | 485.3347 |
Max Trade Drawdown | -827593 | -73481 | -834489 | -4466484 | -3868828 | -1714469 |
Profit Factor | 0.848 | 2.31 | 0.4528 | 1.5412 | 1.27 | 2.0912 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 47 | 21 | 26 | 51 | 24 | 27 |
Losing Trades | 39 | 22 | 17 | 35 | 19 | 16 |
Profitability (%) | 54.6512 | 48.8372 | 60.4651 | 59.3023 | 55.814 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.7036 | 2.42 | 0.2961 | 1.0577 | 1.0054 | 1.2392 |
Largest Winning Trade | 88134 | 88134 | 58780 | 6095340 | 6095340 | 1897565 |
Largest Losing Trade | -429488 | -51176 | -429488 | -3096891 | -3096891 | -1661687 |
Avg Bars in Trades | 84 | 90 | 78 | 84 | 90 | 78 |
Avg Bars in Winners | 77 | 87 | 69 | 83 | 82 | 83 |
Avg Bars in Losers | 92 | 93 | 91 | 86 | 99 | 69 |
Bars Traded | 7263 | 3883 | 3380 | 7263 | 3883 | 3380 |
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 | -579945 | -158861 | -579370 | 394042 | 147395 | 445987 |
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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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