Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -422997.905 | 136775.9775 | -559773.8826 | 9715042.1705 | 1226442.7322 | 8488599.4384 |
Total P&L (%) | -422.9979 | 136.776 | -559.7739 | 9715.0422 | 1226.4427 | 8488.5994 |
Avg Daily Profit (%) | -0.1689 | 0.0546 | -0.2235 | 0.1833 | 0.1033 | 0.1779 |
Buy And Hold Return (%) | 438.1178 | 438.1178 | 438.1178 | 438.1178 | 438.1178 | 438.1178 |
Max Trade Drawdown | -657897 | -46462 | -649744 | -7091910 | -4013872 | -6505432 |
Profit Factor | 0.614 | 1.8132 | 0.3966 | 1.4472 | 1.1551 | 1.6145 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 59 | 27 | 32 | 59 | 33 | 26 |
Losing Trades | 56 | 30 | 26 | 56 | 24 | 32 |
Profitability (%) | 51.3043 | 47.3684 | 55.1724 | 51.3043 | 57.8947 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.5828 | 2.0147 | 0.3223 | 1.3736 | 0.84 | 1.9871 |
Largest Winning Trade | 71323 | 71323 | 39047 | 15644121 | 2939279 | 15644121 |
Largest Losing Trade | -485931 | -28813 | -485931 | -3201467 | -2815699 | -3201467 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 32 | 31 | 32 | 41 | 44 | 37 |
Avg Bars in Losers | 50 | 49 | 52 | 41 | 36 | 44 |
Bars Traded | 4744 | 2348 | 2396 | 4744 | 2348 | 2396 |
Profit Streak | 0 | 120.3493 | 0 | 0 | 120.3493 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580303 | -462463 | -760162 | 336695 | -287709 | -171161 |
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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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