Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -95863.6871 | 197321.0303 | -293184.7174 | 6057933.9396 | 1411497.8339 | 4646436.1057 |
Total P&L (%) | -95.8637 | 197.321 | -293.1847 | 6057.9339 | 1411.4978 | 4646.4361 |
Avg Daily Profit (%) | -0.0531 | 0.1093 | -0.1624 | 0.2284 | 0.1505 | 0.214 |
Buy And Hold Return (%) | 207.3329 | 207.3329 | 207.3329 | 207.3329 | 207.3329 | 207.3329 |
Max Trade Drawdown | -585913 | -72232 | -599878 | -3179357 | -3179357 | -674826 |
Profit Factor | 0.8813 | 2.3401 | 0.5562 | 2.2904 | 1.3736 | 6.0693 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 46 | 23 | 23 | 44 | 19 | 25 |
Losing Trades | 16 | 8 | 8 | 18 | 12 | 6 |
Profitability (%) | 74.1935 | 74.1935 | 74.1935 | 70.9677 | 61.2903 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.3065 | 0.814 | 0.1934 | 0.937 | 0.8676 | 1.4566 |
Largest Winning Trade | 56259 | 49820 | 56259 | 1497748 | 1496422 | 1497748 |
Largest Losing Trade | -401400 | -44723 | -401400 | -3179357 | -3179357 | -649438 |
Avg Bars in Trades | 79 | 59 | 98 | 79 | 59 | 98 |
Avg Bars in Winners | 58 | 48 | 69 | 68 | 51 | 81 |
Avg Bars in Losers | 137 | 92 | 182 | 105 | 73 | 170 |
Bars Traded | 4906 | 1852 | 3054 | 4906 | 1852 | 3054 |
Profit Streak | 144.659 | 144.659 | 442.3257 | 144.659 | 144.659 | 442.3257 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734727 | -207141 | -576252 | -144504 | 314613 | 752956 |
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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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