Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -215163.9138 | 194666.3135 | -409830.2273 | 5836461.9748 | 710687.4952 | 5125774.4795 |
Total P&L (%) | -215.1639 | 194.6663 | -409.8302 | 5836.462 | 710.6875 | 5125.7745 |
Avg Daily Profit (%) | -0.0859 | 0.0777 | -0.1637 | 0.1632 | 0.0836 | 0.1581 |
Buy And Hold Return (%) | 437.4687 | 437.4687 | 437.4687 | 437.4687 | 437.4687 | 437.4687 |
Max Trade Drawdown | -546782 | -88136 | -539175 | -5912253 | -3841787 | -6013000 |
Profit Factor | 0.786 | 1.8355 | 0.4693 | 1.3286 | 1.1029 | 1.4722 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 56 | 26 | 30 | 52 | 25 | 27 |
Losing Trades | 47 | 25 | 22 | 51 | 26 | 25 |
Profitability (%) | 54.3689 | 50.9804 | 57.6923 | 50.4854 | 49.0196 | 51.9231 |
Ratio Avg Win / Avg Loss | 0.6596 | 1.7649 | 0.3442 | 1.3031 | 1.147 | 1.3631 |
Largest Winning Trade | 91346 | 91346 | 47928 | 11541000 | 1435562 | 11541000 |
Largest Losing Trade | -324559 | -32360 | -324559 | -3435122 | -1402701 | -3435122 |
Avg Bars in Trades | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Winners | 36 | 30 | 42 | 48 | 57 | 40 |
Avg Bars in Losers | 57 | 55 | 59 | 44 | 28 | 60 |
Bars Traded | 4771 | 2177 | 2594 | 4771 | 2177 | 2594 |
Profit Streak | 11.3689 | 0 | 14.8689 | 11.3689 | 0 | 14.8689 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579303 | -431373 | -759248 | 322326 | -378054 | -170402 |
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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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