Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -276527.5791 | 85313.7212 | -361841.3003 | 2123079.5628 | 261360.6935 | 1861718.8693 |
Total P&L (%) | -276.5276 | 85.3137 | -361.8413 | 2123.0796 | 261.3607 | 1861.7189 |
Avg Daily Profit (%) | -0.1517 | 0.0468 | -0.1985 | 0.1703 | 0.0705 | 0.1634 |
Buy And Hold Return (%) | 164.8278 | 164.8278 | 164.8278 | 164.8278 | 164.8278 | 164.8278 |
Max Trade Drawdown | -490529 | -91794 | -490608 | -1337578 | -973466 | -1408176 |
Profit Factor | 0.6956 | 1.3544 | 0.4582 | 1.4022 | 1.0926 | 1.7577 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 60 | 29 | 31 | 52 | 28 | 24 |
Losing Trades | 41 | 22 | 19 | 49 | 23 | 26 |
Profitability (%) | 59.4059 | 56.8627 | 62 | 51.4851 | 54.902 | 48 |
Ratio Avg Win / Avg Loss | 0.4754 | 1.0275 | 0.2808 | 1.3213 | 0.8975 | 1.9042 |
Largest Winning Trade | 52983 | 50812 | 52983 | 2119536 | 541970 | 2119536 |
Largest Losing Trade | -395317 | -60484 | -395317 | -918641 | -742423 | -918641 |
Avg Bars in Trades | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Winners | 27 | 22 | 33 | 26 | 21 | 33 |
Avg Bars in Losers | 36 | 26 | 47 | 36 | 27 | 43 |
Bars Traded | 3166 | 1222 | 1944 | 3166 | 1222 | 1944 |
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 | -579289 | -474657 | -759277 | 322334 | -407884 | -169775 |
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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) |
---|