Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -97376.8827 | 271383.3165 | -368760.1992 | 8396365.2411 | 4388817.4426 | 4007547.7986 |
Total P&L (%) | -97.3769 | 271.3833 | -368.7602 | 8396.3652 | 4388.8174 | 4007.5478 |
Avg Daily Profit (%) | -0.039 | 0.1086 | -0.1475 | 0.1778 | 0.1523 | 0.1487 |
Buy And Hold Return (%) | 903.4776 | 903.4776 | 903.4776 | 903.4776 | 903.4776 | 903.4776 |
Max Trade Drawdown | -444421 | -64776 | -519581 | -7423632 | -2294869 | -6457940 |
Profit Factor | 0.8962 | 2.6523 | 0.5233 | 1.4779 | 1.8158 | 1.3288 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 76 | 38 | 38 | 72 | 37 | 35 |
Losing Trades | 52 | 26 | 26 | 56 | 27 | 29 |
Profitability (%) | 59.375 | 59.375 | 59.375 | 56.25 | 57.8125 | 54.6875 |
Ratio Avg Win / Avg Loss | 0.6132 | 1.8147 | 0.358 | 1.1495 | 1.3251 | 1.101 |
Largest Winning Trade | 57891 | 57891 | 46521 | 9987551 | 2299955 | 9987551 |
Largest Losing Trade | -292760 | -38033 | -292760 | -3533739 | -1466558 | -3533739 |
Avg Bars in Trades | 76 | 66 | 86 | 76 | 66 | 86 |
Avg Bars in Winners | 70 | 63 | 76 | 79 | 72 | 86 |
Avg Bars in Losers | 86 | 71 | 101 | 73 | 58 | 87 |
Bars Traded | 9821 | 4262 | 5559 | 9821 | 4262 | 5559 |
Profit Streak | 0 | 186.6627 | 0 | 0 | 186.6627 | 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 | -579223 | -345780 | -718743 | 366090 | -128691 | -134234 |
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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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