Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -473409.272 | 270825.4262 | -744234.6983 | -1132781.6794 | 3831518.189 | -4964299.8684 |
Total P&L (%) | -473.4093 | 270.8254 | -744.2347 | -1132.7817 | 3831.5182 | -4964.2999 |
Avg Daily Profit (%) | -0.2535 | 0.145 | -0.3986 | 0 | 0.1968 | 0 |
Buy And Hold Return (%) | 469.032 | 469.032 | 469.032 | 469.032 | 469.032 | 469.032 |
Max Trade Drawdown | -865980 | -139550 | -908498 | -4372669 | -962765 | -6280345 |
Profit Factor | 0.6671 | 1.7584 | 0.3012 | 0.9002 | 2.7195 | 0.4558 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 18 | 24 | 45 | 27 | 18 |
Losing Trades | 44 | 25 | 19 | 41 | 16 | 25 |
Profitability (%) | 48.8372 | 41.8605 | 55.814 | 52.3256 | 62.7907 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.6989 | 2.4423 | 0.2384 | 0.8202 | 1.6115 | 0.6331 |
Largest Winning Trade | 151626 | 151626 | 37905 | 2988725 | 1015495 | 2988725 |
Largest Losing Trade | -601512 | -58310 | -601512 | -3893045 | -830067 | -3893045 |
Avg Bars in Trades | 83 | 97 | 69 | 83 | 97 | 69 |
Avg Bars in Winners | 74 | 96 | 57 | 83 | 99 | 59 |
Avg Bars in Losers | 92 | 98 | 85 | 83 | 94 | 76 |
Bars Traded | 7193 | 4194 | 3000 | 7193 | 4194 | 3000 |
Profit Streak | 0 | 0 | 0 | 20.566 | 20.566 | 28.566 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581000 | -164977 | -579973 | -579187 | 556621 | -583352 |
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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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