Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -69498.572 | 246518.8708 | -316017.4427 | 4842283.3936 | 630826.8677 | 4211456.5259 |
Total P&L (%) | -69.4986 | 246.5189 | -316.0174 | 4842.2834 | 630.8269 | 4211.4565 |
Avg Daily Profit (%) | -0.0278 | 0.0986 | -0.1264 | 0.1562 | 0.0796 | 0.1507 |
Buy And Hold Return (%) | 830.9071 | 830.9071 | 830.9071 | 830.9071 | 830.9071 | 830.9071 |
Max Trade Drawdown | -349350 | -50286 | -398807 | -2510699 | -1197999 | -1838495 |
Profit Factor | 0.9099 | 2.5503 | 0.4842 | 1.8224 | 1.3027 | 2.107 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 193 | 98 | 95 | 115 | 59 | 56 |
Losing Trades | 38 | 17 | 21 | 116 | 56 | 60 |
Profitability (%) | 83.5498 | 85.2174 | 81.8966 | 49.7836 | 51.3043 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.1792 | 0.4424 | 0.107 | 1.8382 | 1.2365 | 2.2575 |
Largest Winning Trade | 66560 | 66560 | 20138 | 5838000 | 467288 | 5838000 |
Largest Losing Trade | -340314 | -50286 | -340314 | -1493479 | -664837 | -1493479 |
Avg Bars in Trades | 61 | 62 | 61 | 61 | 62 | 61 |
Avg Bars in Winners | 31 | 33 | 28 | 58 | 58 | 57 |
Avg Bars in Losers | 216 | 226 | 207 | 65 | 66 | 63 |
Bars Traded | 14258 | 7175 | 7083 | 14258 | 7175 | 7083 |
Profit Streak | 0 | 129.3401 | 0 | 0 | 129.3401 | 0 |
Trades During Streak | 0 | 13 | 0 | 0 | 13 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575335 | -218894 | -576672 | 412697 | -250327 | 339089 |
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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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