Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -922932.3324 | -18996.2547 | -903936.0777 | 4842150.0532 | 230046.033 | 4612104.0202 |
Total P&L (%) | -922.9323 | -18.9963 | -903.9361 | 4842.1501 | 230.046 | 4612.104 |
Avg Daily Profit (%) | -0.5053 | -0.0104 | -0.4949 | 0.2138 | 0.0654 | 0.2111 |
Buy And Hold Return (%) | 650.0589 | 650.0589 | 650.0589 | 650.0589 | 650.0589 | 650.0589 |
Max Trade Drawdown | -1034342 | -38617 | -1003624 | -2932870 | -855088 | -3082395 |
Profit Factor | 0.3461 | 0.7998 | 0.3134 | 1.5753 | 1.1484 | 1.6717 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 16 | 24 | 48 | 24 | 24 |
Losing Trades | 47 | 28 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.977 | 36.3636 | 55.814 | 55.1724 | 54.5455 | 55.814 |
Ratio Avg Win / Avg Loss | 0.4067 | 1.3997 | 0.2481 | 1.2799 | 0.957 | 1.3234 |
Largest Winning Trade | 44015 | 15419 | 44015 | 4504664 | 269040 | 4504664 |
Largest Losing Trade | -764362 | -11471 | -764362 | -1214591 | -264372 | -1214591 |
Avg Bars in Trades | 105 | 5 | 208 | 105 | 5 | 208 |
Avg Bars in Winners | 123 | 5 | 202 | 104 | 6 | 202 |
Avg Bars in Losers | 90 | 5 | 215 | 107 | 4 | 215 |
Bars Traded | 9202 | 245 | 8957 | 9202 | 245 | 8957 |
Profit Streak | 50.3446 | 98.8446 | 0 | 50.3446 | 98.8446 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581545 | -583518 | -579973 | 410002 | -328889 | 395749 |
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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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