Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -628147.8146 | 18863.9047 | -647011.7193 | 13527985.5072 | 3937087.4336 | 9590898.0736 |
Total P&L (%) | -628.1478 | 18.8639 | -647.0117 | 13527.9855 | 3937.0874 | 9590.8981 |
Avg Daily Profit (%) | -0.3423 | 0.0103 | -0.3526 | 0.2682 | 0.2017 | 0.2496 |
Buy And Hold Return (%) | 667.5551 | 667.5551 | 667.5551 | 667.5551 | 667.5551 | 667.5551 |
Max Trade Drawdown | -832646 | -63906 | -789845 | -2982419 | -347555 | -2968847 |
Profit Factor | 0.4274 | 1.2061 | 0.3565 | 3.191 | 6.1996 | 2.7705 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 84 | 36 | 48 | 52 | 29 | 23 |
Losing Trades | 25 | 19 | 6 | 57 | 26 | 31 |
Profitability (%) | 77.0642 | 65.4545 | 88.8889 | 47.7064 | 52.7273 | 42.5926 |
Ratio Avg Win / Avg Loss | 0.1272 | 0.6365 | 0.0446 | 3.4979 | 5.5583 | 3.7341 |
Largest Winning Trade | 34032 | 12839 | 34032 | 5142437 | 943021 | 5142437 |
Largest Losing Trade | -592336 | -41624 | -592336 | -2968847 | -130883 | -2968847 |
Avg Bars in Trades | 54 | 8 | 102 | 54 | 8 | 102 |
Avg Bars in Winners | 32 | 4 | 54 | 51 | 10 | 103 |
Avg Bars in Losers | 128 | 15 | 485 | 57 | 6 | 100 |
Bars Traded | 5966 | 450 | 5516 | 5966 | 450 | 5516 |
Profit Streak | 232.8948 | 232.8948 | 240.6448 | 232.8948 | 232.8948 | 240.6448 |
Trades During Streak | 14 | 7 | 9 | 14 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575106 | -523357 | -754585 | 565658 | -162127 | -167692 |
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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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