Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -147728.5199 | 333538.6673 | -481267.1872 | -163496.2644 | -2611688.2518 | 2448191.9874 |
Total P&L (%) | -147.7285 | 333.5387 | -481.2672 | -163.4963 | -2611.6883 | 2448.192 |
Avg Daily Profit (%) | -0.0812 | 0.1833 | -0.2645 | 0 | 0 | 0.1781 |
Buy And Hold Return (%) | 605.1481 | 605.1481 | 605.1481 | 605.1481 | 605.1481 | 605.1481 |
Max Trade Drawdown | -450429 | -159812 | -499880 | -3867518 | -3256360 | -1779156 |
Profit Factor | 0.8635 | 1.8996 | 0.3234 | 0.9767 | 0.3909 | 1.8998 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 19 | 17 | 47 | 22 | 25 |
Losing Trades | 41 | 20 | 21 | 30 | 17 | 13 |
Profitability (%) | 46.7532 | 48.7179 | 44.7368 | 61.039 | 56.4103 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.9834 | 1.9995 | 0.3995 | 0.6234 | 0.3021 | 0.9879 |
Largest Winning Trade | 265457 | 265457 | 52909 | 4159058 | 340264 | 4159058 |
Largest Losing Trade | -290975 | -67802 | -290975 | -2114983 | -2114983 | -1231573 |
Avg Bars in Trades | 68 | 78 | 58 | 68 | 78 | 58 |
Avg Bars in Winners | 60 | 65 | 55 | 55 | 61 | 51 |
Avg Bars in Losers | 75 | 91 | 60 | 88 | 100 | 71 |
Bars Traded | 5265 | 3059 | 2206 | 5265 | 3059 | 2206 |
Profit Streak | 0 | 0 | 0 | 52.6168 | 52.6168 | 312.9502 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628318 | -155170 | -582811 | -624360 | -579363 | 359537 |
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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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