Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -179892.6255 | 277073.4329 | -456966.0584 | 12396.5103 | 1937309.3153 | -1924912.805 |
Total P&L (%) | -179.8926 | 277.0734 | -456.9661 | 12.3965 | 1937.3093 | -1924.9128 |
Avg Daily Profit (%) | -0.0997 | 0.1536 | -0.2534 | 0.0065 | 0.1673 | 0 |
Buy And Hold Return (%) | 217.8672 | 217.8672 | 217.8672 | 217.8672 | 217.8672 | 217.8672 |
Max Trade Drawdown | -461818 | -162936 | -609145 | -3686023 | -882262 | -3040199 |
Profit Factor | 0.8837 | 1.5893 | 0.5756 | 1.0018 | 2.1495 | 0.6318 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 101 | 44 | 57 | 97 | 43 | 54 |
Losing Trades | 103 | 58 | 45 | 107 | 59 | 48 |
Profitability (%) | 49.5098 | 43.1373 | 55.8824 | 47.549 | 42.1569 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.9012 | 2.0949 | 0.4544 | 1.1051 | 2.9493 | 0.5616 |
Largest Winning Trade | 119280 | 119280 | 55432 | 1383932 | 1152345 | 1383932 |
Largest Losing Trade | -405971 | -27002 | -405971 | -3000887 | -281030 | -3000887 |
Avg Bars in Trades | 51 | 44 | 59 | 51 | 44 | 59 |
Avg Bars in Winners | 53 | 39 | 63 | 53 | 39 | 64 |
Avg Bars in Losers | 50 | 48 | 53 | 50 | 48 | 53 |
Bars Traded | 10591 | 4545 | 6046 | 10591 | 4545 | 6046 |
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 | -579900 | -73996 | -580297 | -568385 | 306508 | -580679 |
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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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