Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -244936.8744 | 193524.1003 | -438460.9747 | 11353023.9572 | 2368330.348 | 8984693.6092 |
Total P&L (%) | -244.9369 | 193.5241 | -438.461 | 11353.024 | 2368.3303 | 8984.6936 |
Avg Daily Profit (%) | -0.0979 | 0.0774 | -0.1753 | 0.1897 | 0.1282 | 0.1804 |
Buy And Hold Return (%) | 190.8747 | 190.8747 | 190.8747 | 190.8747 | 190.8747 | 190.8747 |
Max Trade Drawdown | -471866 | -64164 | -523082 | -3050356 | -3043613 | -2267104 |
Profit Factor | 0.7521 | 1.8632 | 0.4261 | 2.6312 | 1.5906 | 4.0459 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 62 | 27 | 35 | 48 | 23 | 25 |
Losing Trades | 39 | 23 | 16 | 53 | 27 | 26 |
Profitability (%) | 61.3861 | 54 | 68.6275 | 47.5248 | 46 | 49.0196 |
Ratio Avg Win / Avg Loss | 0.4731 | 1.5872 | 0.1948 | 2.9053 | 1.8672 | 4.2077 |
Largest Winning Trade | 60297 | 60297 | 24906 | 8675029 | 3231374 | 8675029 |
Largest Losing Trade | -366550 | -40283 | -366550 | -1142099 | -1142099 | -685482 |
Avg Bars in Trades | 70 | 73 | 67 | 70 | 73 | 67 |
Avg Bars in Winners | 58 | 52 | 63 | 73 | 87 | 60 |
Avg Bars in Losers | 89 | 98 | 76 | 68 | 62 | 74 |
Bars Traded | 7141 | 3696 | 3445 | 7141 | 3696 | 3445 |
Profit Streak | 145.5673 | 145.5673 | 231.234 | 145.5673 | 145.5673 | 231.234 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577557 | -425770 | -757015 | 494986 | -198689 | -164067 |
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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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