Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1089510.2355 | 9491.4934 | -1099001.7289 | 3999414.9087 | 442650.0588 | 3556764.8499 |
Total P&L (%) | -1089.5102 | 9.4915 | -1099.0017 | 3999.4149 | 442.6501 | 3556.7649 |
Avg Daily Profit (%) | -0.5672 | 0.0049 | -0.5721 | 0.1935 | 0.0881 | 0.1875 |
Buy And Hold Return (%) | 64.8424 | 64.8424 | 64.8424 | 64.8424 | 64.8424 | 64.8424 |
Max Trade Drawdown | -1276288 | -33388 | -1259603 | -3950550 | -505737 | -4084582 |
Profit Factor | 0.3399 | 1.1116 | 0.298 | 1.4938 | 1.3266 | 1.5274 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 71 | 32 | 39 | 45 | 26 | 19 |
Losing Trades | 26 | 17 | 9 | 52 | 23 | 29 |
Profitability (%) | 73.1959 | 65.3061 | 81.25 | 46.3918 | 53.0612 | 39.5833 |
Ratio Avg Win / Avg Loss | 0.1245 | 0.5905 | 0.0688 | 1.7262 | 1.1735 | 2.3313 |
Largest Winning Trade | 29754 | 8136 | 29754 | 3334173 | 229359 | 3334173 |
Largest Losing Trade | -1236635 | -22377 | -1236635 | -1525660 | -202975 | -1525660 |
Avg Bars in Trades | 76 | 3 | 150 | 76 | 3 | 150 |
Avg Bars in Winners | 41 | 2 | 73 | 98 | 3 | 228 |
Avg Bars in Losers | 170 | 4 | 484 | 56 | 3 | 99 |
Bars Traded | 7394 | 171 | 7223 | 7394 | 171 | 7223 |
Profit Streak | 107.9845 | 107.9845 | 268.4845 | 107.9845 | 107.9845 | 429.9845 |
Trades During Streak | 4 | 2 | 10 | 4 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575843 | -448139 | -575172 | 381895 | -73505 | 289217 |
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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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