Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -334456.7039 | 62015.3645 | -396472.0684 | 1746925.766 | 213262.8675 | 1533662.8985 |
Total P&L (%) | -334.4567 | 62.0154 | -396.4721 | 1746.9258 | 213.2629 | 1533.6629 |
Avg Daily Profit (%) | -0.1849 | 0.0343 | -0.2192 | 0.1613 | 0.0631 | 0.1545 |
Buy And Hold Return (%) | 213.6922 | 213.6922 | 213.6922 | 213.6922 | 213.6922 | 213.6922 |
Max Trade Drawdown | -577293 | -120942 | -593296 | -1105429 | -1084503 | -188437 |
Profit Factor | 0.6173 | 1.2883 | 0.3982 | 1.8626 | 1.14 | 4.0553 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 70 | 36 | 34 | 62 | 31 | 31 |
Losing Trades | 16 | 7 | 9 | 24 | 12 | 12 |
Profitability (%) | 81.3953 | 83.7209 | 79.0698 | 72.093 | 72.093 | 72.093 |
Ratio Avg Win / Avg Loss | 0.1411 | 0.2505 | 0.1054 | 0.721 | 0.4413 | 1.5698 |
Largest Winning Trade | 28402 | 28402 | 23141 | 594154 | 210068 | 594154 |
Largest Losing Trade | -356784 | -64656 | -356784 | -1084503 | -1084503 | -155975 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 25 | 17 | 33 | 28 | 14 | 43 |
Avg Bars in Losers | 192 | 236 | 158 | 128 | 154 | 102 |
Bars Traded | 4871 | 2302 | 2569 | 4871 | 2302 | 2569 |
Profit Streak | 0 | 148.2616 | 0 | 0 | 148.2616 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576245 | -308784 | -576958 | 426091 | -338232 | 635980 |
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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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