Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -515580.0316 | -7167.3123 | -508412.7193 | 6527840.501 | 1274861.0872 | 5252979.4137 |
Total P&L (%) | -515.58 | -7.1673 | -508.4127 | 6527.8405 | 1274.8611 | 5252.9794 |
Avg Daily Profit (%) | -0.2825 | -0.0039 | -0.2785 | 0.23 | 0.1437 | 0.2183 |
Buy And Hold Return (%) | 155.0336 | 155.0336 | 155.0336 | 155.0336 | 155.0336 | 155.0336 |
Max Trade Drawdown | -757720 | -93313 | -686591 | -1026426 | -736241 | -1233521 |
Profit Factor | 0.4598 | 0.9546 | 0.3616 | 3.0278 | 1.6585 | 5.0942 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 100 | 43 | 57 | 66 | 33 | 33 |
Losing Trades | 23 | 19 | 4 | 57 | 29 | 28 |
Profitability (%) | 81.3008 | 69.3548 | 93.4426 | 53.6585 | 53.2258 | 54.0984 |
Ratio Avg Win / Avg Loss | 0.1057 | 0.4218 | 0.0254 | 2.6149 | 1.4574 | 4.3223 |
Largest Winning Trade | 24679 | 14820 | 24679 | 2123806 | 418210 | 2123806 |
Largest Losing Trade | -446980 | -53582 | -446980 | -824093 | -713864 | -824093 |
Avg Bars in Trades | 48 | 20 | 77 | 48 | 20 | 77 |
Avg Bars in Winners | 26 | 4 | 42 | 47 | 26 | 68 |
Avg Bars in Losers | 145 | 55 | 570 | 49 | 13 | 88 |
Bars Traded | 5970 | 1249 | 4721 | 5970 | 1249 | 4721 |
Profit Streak | 176.1163 | 176.1163 | 344.1163 | 176.1163 | 176.1163 | 344.1163 |
Trades During Streak | 4 | 2 | 12 | 4 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574775 | -731202 | -735749 | 585436 | -151278 | -143578 |
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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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