Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -858939.0836 | 110404.5098 | -969343.5935 | 12444049.7511 | 381974.1398 | 12062075.6112 |
Total P&L (%) | -858.9391 | 110.4045 | -969.3436 | 12444.0498 | 381.9741 | 12062.0756 |
Avg Daily Profit (%) | -0.3969 | 0.051 | -0.4479 | 0.2235 | 0.0727 | 0.2221 |
Buy And Hold Return (%) | 211.0151 | 211.0151 | 211.0151 | 211.0151 | 211.0151 | 211.0151 |
Max Trade Drawdown | -1043826 | -51179 | -1115853 | -5096847 | -1668530 | -4106123 |
Profit Factor | 0.4886 | 1.7158 | 0.3644 | 1.8121 | 1.0851 | 2.1132 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 67 | 31 | 36 | 53 | 25 | 28 |
Losing Trades | 36 | 21 | 15 | 50 | 27 | 23 |
Profitability (%) | 65.0485 | 59.6154 | 70.5882 | 51.4563 | 48.0769 | 54.902 |
Ratio Avg Win / Avg Loss | 0.2625 | 1.1623 | 0.1519 | 1.7096 | 1.1719 | 1.7358 |
Largest Winning Trade | 46823 | 40839 | 46823 | 9765272 | 1066308 | 9765272 |
Largest Losing Trade | -626802 | -39816 | -626802 | -2367971 | -593397 | -2367971 |
Avg Bars in Trades | 61 | 17 | 106 | 61 | 17 | 106 |
Avg Bars in Winners | 31 | 11 | 48 | 51 | 12 | 86 |
Avg Bars in Losers | 116 | 24 | 246 | 71 | 21 | 131 |
Bars Traded | 6340 | 889 | 5451 | 6340 | 889 | 5451 |
Profit Streak | 0 | 0 | 50.9432 | 0 | 0 | 50.9432 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578553 | -466949 | -757600 | 437019 | -411425 | -166610 |
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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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