Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -454227.8366 | -22838.3547 | -431389.482 | 2743753.9043 | 318762.6206 | 2424991.2837 |
Total P&L (%) | -454.2278 | -22.8384 | -431.3895 | 2743.7539 | 318.7626 | 2424.9913 |
Avg Daily Profit (%) | -0.2497 | -0.0126 | -0.2371 | 0.1842 | 0.0787 | 0.1776 |
Buy And Hold Return (%) | 215.4174 | 215.4174 | 215.4174 | 215.4174 | 215.4174 | 215.4174 |
Max Trade Drawdown | -581992 | -58962 | -550295 | -1184127 | -776394 | -696946 |
Profit Factor | 0.5307 | 0.8852 | 0.4389 | 1.857 | 1.2105 | 2.4369 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 54 | 24 | 30 | 50 | 25 | 25 |
Losing Trades | 41 | 24 | 17 | 45 | 23 | 22 |
Profitability (%) | 56.8421 | 50 | 63.8298 | 52.6316 | 52.0833 | 53.1915 |
Ratio Avg Win / Avg Loss | 0.4029 | 0.8852 | 0.2487 | 1.6713 | 1.1137 | 2.1445 |
Largest Winning Trade | 32087 | 27222 | 32087 | 1550391 | 410369 | 1550391 |
Largest Losing Trade | -354868 | -35215 | -354868 | -349055 | -342393 | -349055 |
Avg Bars in Trades | 47 | 16 | 78 | 47 | 16 | 78 |
Avg Bars in Winners | 42 | 12 | 67 | 49 | 20 | 78 |
Avg Bars in Losers | 52 | 20 | 98 | 44 | 11 | 78 |
Bars Traded | 4478 | 779 | 3699 | 4478 | 779 | 3699 |
Profit Streak | 0 | 0 | 214.8639 | 0 | 0 | 214.8639 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579637 | -580411 | -577496 | 432759 | -104157 | 518135 |
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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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