Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -928124.5328 | 314060.4519 | -1242184.9847 | 27543476.6473 | 29417323.2069 | -1873846.5596 |
Total P&L (%) | -928.1245 | 314.0605 | -1242.185 | 27543.4766 | 29417.3232 | -1873.8466 |
Avg Daily Profit (%) | -0.371 | 0.1255 | -0.4965 | 0.225 | 0.2276 | 0 |
Buy And Hold Return (%) | 11541.5536 | 11541.5536 | 11541.5536 | 11541.5536 | 11541.5536 | 11541.5536 |
Max Trade Drawdown | -1161070 | -59158 | -1289988 | -25737998 | -12072156 | -26302679 |
Profit Factor | 0.4812 | 2.5381 | 0.2162 | 1.342 | 1.8565 | 0.9594 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 114 | 58 | 56 | 110 | 57 | 53 |
Losing Trades | 99 | 49 | 50 | 103 | 50 | 53 |
Profitability (%) | 53.5211 | 54.2056 | 52.8302 | 51.6432 | 53.271 | 50 |
Ratio Avg Win / Avg Loss | 0.4179 | 2.1443 | 0.193 | 1.2566 | 1.6285 | 0.9594 |
Largest Winning Trade | 70722 | 70722 | 44322 | 6042263 | 4985040 | 6042263 |
Largest Losing Trade | -1086679 | -29160 | -1086679 | -12875740 | -7611003 | -12875740 |
Avg Bars in Trades | 33 | 33 | 34 | 33 | 33 | 34 |
Avg Bars in Winners | 31 | 32 | 29 | 33 | 33 | 32 |
Avg Bars in Losers | 36 | 33 | 39 | 34 | 32 | 36 |
Bars Traded | 7232 | 3570 | 3662 | 7232 | 3570 | 3662 |
Profit Streak | 10.0368 | 64.7035 | 0 | 10.0368 | 64.7035 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578543 | -184697 | -580683 | 225706 | 353704 | -581049 |
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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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