Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -175729.2309 | 224558.623 | -400287.8539 | 6472938.9906 | 1076075.668 | 5396863.3226 |
Total P&L (%) | -175.7292 | 224.5586 | -400.2879 | 6472.939 | 1076.0757 | 5396.8633 |
Avg Daily Profit (%) | -0.0703 | 0.0898 | -0.16 | 0.1675 | 0.0986 | 0.1603 |
Buy And Hold Return (%) | 251.0719 | 251.0719 | 251.0719 | 251.0719 | 251.0719 | 251.0719 |
Max Trade Drawdown | -525074 | -109481 | -537588 | -2065658 | -2215460 | -1807984 |
Profit Factor | 0.8369 | 1.8008 | 0.4976 | 1.9826 | 1.3216 | 2.6648 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 85 | 38 | 47 | 83 | 39 | 44 |
Losing Trades | 78 | 43 | 35 | 80 | 42 | 38 |
Profitability (%) | 52.1472 | 46.9136 | 57.3171 | 50.9202 | 48.1481 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.7679 | 2.0377 | 0.3705 | 1.9109 | 1.4233 | 2.3014 |
Largest Winning Trade | 104584 | 104584 | 36919 | 5318102 | 2538086 | 5318102 |
Largest Losing Trade | -341355 | -41363 | -341355 | -1396851 | -834159 | -1396851 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 28 | 25 | 31 | 31 | 32 | 29 |
Avg Bars in Losers | 30 | 35 | 22 | 27 | 29 | 24 |
Bars Traded | 4768 | 2506 | 2262 | 4768 | 2506 | 2262 |
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 | -579367 | -248633 | -584009 | 459982 | -75380 | 326716 |
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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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