Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -630766.9388 | 29863.1471 | -660630.0859 | 9167496.7811 | 3432007.2325 | 5735489.5486 |
Total P&L (%) | -630.7669 | 29.8631 | -660.6301 | 9167.4968 | 3432.0072 | 5735.4895 |
Avg Daily Profit (%) | -0.3479 | 0.0165 | -0.3644 | 0.2501 | 0.1968 | 0.2246 |
Buy And Hold Return (%) | 510.4147 | 510.4147 | 510.4147 | 510.4147 | 510.4147 | 510.4147 |
Max Trade Drawdown | -874867 | -71456 | -825992 | -1618879 | -394386 | -2302089 |
Profit Factor | 0.4555 | 1.2162 | 0.3525 | 2.3955 | 2.9981 | 2.1822 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 92 | 43 | 49 | 54 | 28 | 26 |
Losing Trades | 21 | 14 | 7 | 59 | 29 | 30 |
Profitability (%) | 81.4159 | 75.4386 | 87.5 | 47.7876 | 49.1228 | 46.4286 |
Ratio Avg Win / Avg Loss | 0.104 | 0.396 | 0.0504 | 2.6173 | 3.1052 | 2.5179 |
Largest Winning Trade | 30164 | 26555 | 30164 | 3602603 | 905733 | 3602603 |
Largest Losing Trade | -609372 | -66953 | -609372 | -1442294 | -394386 | -1442294 |
Avg Bars in Trades | 79 | 26 | 132 | 79 | 26 | 132 |
Avg Bars in Winners | 37 | 9 | 60 | 71 | 33 | 113 |
Avg Bars in Losers | 264 | 78 | 635 | 85 | 20 | 149 |
Bars Traded | 8956 | 1521 | 7435 | 8956 | 1521 | 7435 |
Profit Streak | 81.4813 | 178.4813 | 81.4813 | 81.4813 | 178.4813 | 81.4813 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574806 | -513784 | -755657 | 498116 | -165154 | -168486 |
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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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