Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -141186.4706 | 583964.7811 | -725151.2517 | 26186987.1195 | 18763565.153 | 7423421.9665 |
Total P&L (%) | -141.1865 | 583.9648 | -725.1513 | 26186.9871 | 18763.5652 | 7423.422 |
Avg Daily Profit (%) | -0.0622 | 0.2571 | -0.3193 | 0.2456 | 0.231 | 0.1904 |
Buy And Hold Return (%) | 9256.6281 | 9256.6281 | 9256.6281 | 9256.6281 | 9256.6281 | 9256.6281 |
Max Trade Drawdown | -805386 | -80776 | -861199 | -14047277 | -7564042 | -12392491 |
Profit Factor | 0.8878 | 4.3155 | 0.3297 | 1.7022 | 2.4791 | 1.3017 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 23 | 21 | 44 | 22 | 22 |
Losing Trades | 23 | 10 | 13 | 23 | 11 | 12 |
Profitability (%) | 65.6716 | 69.697 | 61.7647 | 65.6716 | 66.6667 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.4641 | 1.8763 | 0.2041 | 0.8898 | 1.2395 | 0.71 |
Largest Winning Trade | 194313 | 194313 | 48896 | 8448217 | 8448217 | 7313273 |
Largest Losing Trade | -497379 | -35542 | -497379 | -11103752 | -4089665 | -11103752 |
Avg Bars in Trades | 94 | 105 | 84 | 94 | 105 | 84 |
Avg Bars in Winners | 104 | 107 | 100 | 106 | 108 | 103 |
Avg Bars in Losers | 77 | 101 | 59 | 73 | 98 | 50 |
Bars Traded | 6360 | 3475 | 2885 | 6360 | 3475 | 2885 |
Profit Streak | 0 | 234.222 | 0 | 0 | 234.222 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699746 | -146075 | -579270 | -113355 | 313142 | -157505 |
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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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