Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -863239.8361 | 155448.5677 | -1018688.4039 | 8791349.4286 | -4863286.8131 | 13654636.2417 |
Total P&L (%) | -863.2398 | 155.4486 | -1018.6884 | 8791.3494 | -4863.2868 | 13654.6362 |
Avg Daily Profit (%) | -0.3815 | 0.0687 | -0.4502 | 0.1985 | 0 | 0.2179 |
Buy And Hold Return (%) | 487.8151 | 487.8151 | 487.8151 | 487.8151 | 487.8151 | 487.8151 |
Max Trade Drawdown | -1129608 | -95650 | -1198694 | -18968344 | -14696989 | -7060981 |
Profit Factor | 0.4419 | 1.7506 | 0.2396 | 1.2441 | 0.7931 | 2.0908 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 89 | 45 | 44 | 83 | 39 | 44 |
Losing Trades | 25 | 12 | 13 | 31 | 18 | 13 |
Profitability (%) | 78.0702 | 78.9474 | 77.193 | 72.807 | 68.4211 | 77.193 |
Ratio Avg Win / Avg Loss | 0.1241 | 0.4668 | 0.0708 | 0.4646 | 0.366 | 0.6177 |
Largest Winning Trade | 67993 | 67993 | 37791 | 4489604 | 4110025 | 4489604 |
Largest Losing Trade | -1002971 | -52767 | -1002971 | -11749271 | -11749271 | -5283309 |
Avg Bars in Trades | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Winners | 14 | 15 | 14 | 18 | 14 | 22 |
Avg Bars in Losers | 120 | 141 | 101 | 89 | 100 | 74 |
Bars Traded | 4324 | 2379 | 1945 | 4324 | 2379 | 1945 |
Profit Streak | 0 | 53.8974 | 0 | 0 | 53.8974 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576558 | -441138 | -757308 | 346957 | -756847 | -167142 |
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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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