Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -608355.8833 | 8172.636 | -616528.5194 | 7858126.7066 | 2341442.4623 | 5516684.2443 |
Total P&L (%) | -608.3559 | 8.1726 | -616.5285 | 7858.1267 | 2341.4425 | 5516.6842 |
Avg Daily Profit (%) | -0.3336 | 0.0045 | -0.3381 | 0.2403 | 0.1754 | 0.2212 |
Buy And Hold Return (%) | 671.6829 | 671.6829 | 671.6829 | 671.6829 | 671.6829 | 671.6829 |
Max Trade Drawdown | -812120 | -78218 | -755057 | -1756937 | -227095 | -1749359 |
Profit Factor | 0.4266 | 1.0747 | 0.352 | 2.8292 | 4.5867 | 2.5142 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 79 | 33 | 46 | 49 | 26 | 23 |
Losing Trades | 24 | 19 | 5 | 54 | 26 | 28 |
Profitability (%) | 76.699 | 63.4615 | 90.1961 | 47.5728 | 50 | 45.098 |
Ratio Avg Win / Avg Loss | 0.1296 | 0.6187 | 0.0383 | 3.1179 | 4.5867 | 3.0608 |
Largest Winning Trade | 34032 | 12839 | 34032 | 3299521 | 487638 | 3299521 |
Largest Losing Trade | -537369 | -50018 | -537369 | -1749359 | -131259 | -1749359 |
Avg Bars in Trades | 57 | 9 | 107 | 57 | 9 | 107 |
Avg Bars in Winners | 34 | 4 | 55 | 54 | 11 | 103 |
Avg Bars in Losers | 135 | 18 | 582 | 60 | 6 | 111 |
Bars Traded | 5966 | 482 | 5484 | 5966 | 482 | 5484 |
Profit Streak | 0 | 0 | 229.1261 | 0 | 0 | 229.1261 |
Trades During Streak | 0 | 0 | 10 | 0 | 0 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576765 | -670711 | -754429 | 472061 | -167137 | -167426 |
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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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