Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -394498.0418 | 53053.4192 | -447551.461 | 5082221.0176 | 696677.202 | 4385543.8157 |
Total P&L (%) | -394.498 | 53.0534 | -447.5515 | 5082.221 | 696.6772 | 4385.5438 |
Avg Daily Profit (%) | -0.2167 | 0.0291 | -0.2459 | 0.2171 | 0.1141 | 0.2092 |
Buy And Hold Return (%) | 148.1284 | 148.1284 | 148.1284 | 148.1284 | 148.1284 | 148.1284 |
Max Trade Drawdown | -617523 | -85682 | -593945 | -907159 | -614002 | -902238 |
Profit Factor | 0.6097 | 1.2758 | 0.453 | 2.7907 | 1.5912 | 3.6423 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 54 | 22 | 32 | 44 | 22 | 22 |
Losing Trades | 37 | 24 | 13 | 47 | 24 | 23 |
Profitability (%) | 59.3407 | 47.8261 | 71.1111 | 48.3516 | 47.8261 | 48.8889 |
Ratio Avg Win / Avg Loss | 0.4177 | 1.3917 | 0.184 | 2.981 | 1.7359 | 3.8079 |
Largest Winning Trade | 32319 | 32319 | 30539 | 1743897 | 602905 | 1743897 |
Largest Losing Trade | -473833 | -47264 | -473833 | -902238 | -250970 | -902238 |
Avg Bars in Trades | 65 | 39 | 92 | 65 | 39 | 92 |
Avg Bars in Winners | 46 | 33 | 56 | 80 | 49 | 111 |
Avg Bars in Losers | 93 | 44 | 183 | 52 | 30 | 74 |
Bars Traded | 5990 | 1813 | 4176 | 5990 | 1813 | 4176 |
Profit Streak | 0 | 0 | 216.3844 | 0 | 0 | 216.3844 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579324 | -320558 | -576617 | 472030 | -39682 | 572661 |
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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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