Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -602504.8161 | 230014.6693 | -832519.4854 | 4689973.7846 | 591011.1089 | 4098962.6757 |
Total P&L (%) | -602.5048 | 230.0147 | -832.5195 | 4689.9738 | 591.0111 | 4098.9627 |
Avg Daily Profit (%) | -0.332 | 0.1267 | -0.4587 | 0.2134 | 0.1066 | 0.2061 |
Buy And Hold Return (%) | 671.6591 | 671.6591 | 671.6591 | 671.6591 | 671.6591 | 671.6591 |
Max Trade Drawdown | -973056 | -86002 | -945566 | -5714380 | -3920846 | -1940379 |
Profit Factor | 0.5298 | 1.9943 | 0.2071 | 1.3458 | 1.0654 | 1.9054 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 55.5556 | 51.1111 | 60 | 55.5556 | 51.1111 | 60 |
Ratio Avg Win / Avg Loss | 0.4238 | 1.9076 | 0.1381 | 1.0766 | 1.0191 | 1.2703 |
Largest Winning Trade | 271991 | 271991 | 30558 | 3820411 | 3820411 | 2716471 |
Largest Losing Trade | -590710 | -69980 | -590710 | -2676969 | -2676969 | -1574650 |
Avg Bars in Trades | 37 | 47 | 27 | 37 | 47 | 27 |
Avg Bars in Winners | 21 | 29 | 14 | 29 | 35 | 24 |
Avg Bars in Losers | 58 | 66 | 48 | 47 | 60 | 32 |
Bars Traded | 3391 | 2134 | 1257 | 3391 | 2134 | 1257 |
Profit Streak | 0 | 0 | 50.6542 | 0 | 0 | 50.6542 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579817 | -185611 | -578148 | 340722 | -364474 | 454618 |
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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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