Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -659838.2084 | 50689.2087 | -710527.4171 | 9606315.2587 | 2509917.6929 | 7096397.5658 |
Total P&L (%) | -659.8382 | 50.6892 | -710.5274 | 9606.3153 | 2509.9177 | 7096.3976 |
Avg Daily Profit (%) | -0.3611 | 0.0277 | -0.3888 | 0.2507 | 0.1786 | 0.2343 |
Buy And Hold Return (%) | 763.012 | 763.012 | 763.012 | 763.012 | 763.012 | 763.012 |
Max Trade Drawdown | -865177 | -71249 | -853626 | -2298582 | -1847338 | -2845866 |
Profit Factor | 0.4522 | 1.3185 | 0.3203 | 2.1483 | 1.644 | 2.5881 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 51 | 25 | 26 | 43 | 20 | 23 |
Losing Trades | 30 | 16 | 14 | 38 | 21 | 17 |
Profitability (%) | 62.963 | 60.9756 | 65 | 53.0864 | 48.7805 | 57.5 |
Ratio Avg Win / Avg Loss | 0.266 | 0.8438 | 0.1725 | 1.8985 | 1.7262 | 1.9129 |
Largest Winning Trade | 38515 | 26875 | 38515 | 4944102 | 1913051 | 4944102 |
Largest Losing Trade | -697642 | -71249 | -697642 | -1407638 | -1083692 | -1407638 |
Avg Bars in Trades | 74 | 40 | 108 | 74 | 40 | 108 |
Avg Bars in Winners | 56 | 26 | 84 | 69 | 47 | 88 |
Avg Bars in Losers | 104 | 63 | 151 | 79 | 34 | 134 |
Bars Traded | 5996 | 1670 | 4326 | 5996 | 1670 | 4326 |
Profit Streak | 0 | 0 | 185.6943 | 0 | 0 | 185.6943 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595097 | -321612 | -577833 | -3320 | 276343 | 548586 |
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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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