Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1847705.4653 | -8741.2033 | -1838964.262 | 5706110.8338 | 904856.0119 | 4801254.822 |
Total P&L (%) | -1847.7055 | -8.7412 | -1838.9643 | 5706.1108 | 904.856 | 4801.2548 |
Avg Daily Profit (%) | -1.0315 | -0.0049 | -1.0266 | 0.227 | 0.1289 | 0.2175 |
Buy And Hold Return (%) | 245.7901 | 245.7901 | 245.7901 | 245.7901 | 245.7901 | 245.7901 |
Max Trade Drawdown | -2150595 | -128541 | -2114641 | -5728207 | -1823347 | -4737422 |
Profit Factor | 0.2868 | 0.9721 | 0.1925 | 1.4878 | 1.2266 | 1.6232 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 118 | 52 | 66 | 120 | 52 | 68 |
Losing Trades | 100 | 57 | 43 | 98 | 57 | 41 |
Profitability (%) | 54.1284 | 47.7064 | 60.5505 | 55.0459 | 47.7064 | 62.3853 |
Ratio Avg Win / Avg Loss | 0.243 | 1.0656 | 0.1254 | 1.2151 | 1.3446 | 0.9787 |
Largest Winning Trade | 70704 | 70704 | 30472 | 5896096 | 849926 | 5896096 |
Largest Losing Trade | -1228925 | -59493 | -1228925 | -4575854 | -798613 | -4575854 |
Avg Bars in Trades | 94 | 59 | 129 | 94 | 59 | 129 |
Avg Bars in Winners | 75 | 55 | 91 | 84 | 54 | 107 |
Avg Bars in Losers | 117 | 63 | 189 | 107 | 63 | 167 |
Bars Traded | 20663 | 6494 | 14168 | 20663 | 6494 | 14168 |
Profit Streak | 1.9262 | 0 | 8.4262 | 1.9262 | 0 | 8.4262 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581242 | -580267 | -578120 | 329573 | -24556 | 409608 |
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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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