Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -315804.8696 | 205244.2878 | -521049.1574 | -80874.1045 | 3739158.1442 | -3820032.2487 |
Total P&L (%) | -315.8049 | 205.2443 | -521.0492 | -80.8741 | 3739.1581 | -3820.0322 |
Avg Daily Profit (%) | -0.1762 | 0.1145 | -0.2907 | -0.0922 | 0.2037 | 0 |
Buy And Hold Return (%) | 365.126 | 365.126 | 365.126 | 365.126 | 365.126 | 365.126 |
Max Trade Drawdown | -482973 | -208875 | -647464 | -5931485 | -302647 | -5727302 |
Profit Factor | 0.8363 | 1.2905 | 0.5741 | 0.9899 | 5.0315 | 0.4626 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 193 | 91 | 102 | 189 | 91 | 98 |
Losing Trades | 163 | 87 | 76 | 167 | 87 | 80 |
Profitability (%) | 54.2135 | 51.1236 | 57.3034 | 53.0899 | 51.1236 | 55.0562 |
Ratio Avg Win / Avg Loss | 0.7063 | 1.2338 | 0.4277 | 0.8747 | 4.8103 | 0.3776 |
Largest Winning Trade | 154878 | 154878 | 37803 | 1370476 | 1370476 | 1079360 |
Largest Losing Trade | -378108 | -32705 | -378108 | -5694584 | -198134 | -5694584 |
Avg Bars in Trades | 19 | 17 | 22 | 19 | 17 | 22 |
Avg Bars in Winners | 17 | 12 | 21 | 16 | 12 | 21 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 23 |
Bars Traded | 6995 | 3062 | 3934 | 6995 | 3062 | 3934 |
Profit Streak | 0 | 0 | 24.2585 | 0 | 0 | 24.2585 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578092 | -205088 | -578632 | -578238 | 600755 | -578923 |
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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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