Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -568065.2682 | 36878.0984 | -604943.3666 | 10346422.6802 | 2503006.5782 | 7843416.102 |
Total P&L (%) | -568.0653 | 36.8781 | -604.9434 | 10346.4227 | 2503.0066 | 7843.4161 |
Avg Daily Profit (%) | -0.3108 | 0.0202 | -0.331 | 0.2547 | 0.1785 | 0.2397 |
Buy And Hold Return (%) | 755.8548 | 755.8548 | 755.8548 | 755.8548 | 755.8548 | 755.8548 |
Max Trade Drawdown | -731529 | -71976 | -717453 | -1804315 | -653649 | -1655250 |
Profit Factor | 0.4506 | 1.3316 | 0.3444 | 3.214 | 3.0883 | 3.2573 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 71 | 31 | 40 | 41 | 23 | 18 |
Losing Trades | 20 | 15 | 5 | 50 | 23 | 27 |
Profitability (%) | 78.022 | 67.3913 | 88.8889 | 45.0549 | 50 | 40 |
Ratio Avg Win / Avg Loss | 0.1269 | 0.6443 | 0.0431 | 3.9195 | 3.0883 | 4.8859 |
Largest Winning Trade | 25715 | 15031 | 25715 | 4251648 | 742853 | 4251648 |
Largest Losing Trade | -533749 | -51274 | -533749 | -1655250 | -391175 | -1655250 |
Avg Bars in Trades | 64 | 12 | 116 | 64 | 12 | 116 |
Avg Bars in Winners | 36 | 6 | 59 | 63 | 15 | 123 |
Avg Bars in Losers | 163 | 26 | 576 | 65 | 9 | 112 |
Bars Traded | 5848 | 592 | 5256 | 5848 | 592 | 5256 |
Profit Streak | 224.6942 | 224.6942 | 232.9442 | 224.6942 | 224.6942 | 232.9442 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575023 | -329007 | -574508 | 524512 | 458108 | 440319 |
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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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