Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -192742.2765 | 316143.8203 | -508886.0968 | 1615798.1185 | 5744818.2129 | -4129020.0944 |
Total P&L (%) | -192.7423 | 316.1438 | -508.8861 | 1615.7981 | 5744.8182 | -4129.0201 |
Avg Daily Profit (%) | -0.1061 | 0.1741 | -0.2802 | 0.1566 | 0.2242 | 0 |
Buy And Hold Return (%) | 666.3431 | 666.3431 | 666.3431 | 666.3431 | 666.3431 | 666.3431 |
Max Trade Drawdown | -232699 | -47426 | -232699 | -11695479 | -1721638 | -12248699 |
Profit Factor | 0.8341 | 2.3489 | 0.4511 | 1.0614 | 1.7294 | 0.776 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 16 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 17 | 17 |
Profitability (%) | 49.2537 | 45.4545 | 52.9412 | 49.2537 | 48.4848 | 50 |
Ratio Avg Win / Avg Loss | 0.8593 | 2.8187 | 0.401 | 1.0936 | 1.8375 | 0.776 |
Largest Winning Trade | 175952 | 175952 | 56881 | 4531156 | 4531156 | 2507754 |
Largest Losing Trade | -400952 | -34182 | -400952 | -8906796 | -1555872 | -8906796 |
Avg Bars in Trades | 102 | 77 | 126 | 102 | 77 | 126 |
Avg Bars in Winners | 106 | 71 | 134 | 106 | 78 | 132 |
Avg Bars in Losers | 98 | 81 | 117 | 98 | 76 | 121 |
Bars Traded | 6857 | 2548 | 4309 | 6857 | 2548 | 4309 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -702068 | -155697 | -580413 | -270651 | 392718 | -580795 |
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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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