Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -267493.0465 | 106025.4114 | -373518.4579 | 3450998.0791 | -416358.9658 | 3867357.0448 |
Total P&L (%) | -267.493 | 106.0254 | -373.5185 | 3450.9981 | -416.359 | 3867.357 |
Avg Daily Profit (%) | -0.1477 | 0.0585 | -0.2063 | 0.1973 | 0 | 0.2034 |
Buy And Hold Return (%) | 298.7069 | 298.7069 | 298.7069 | 298.7069 | 298.7069 | 298.7069 |
Max Trade Drawdown | -580674 | -109258 | -605721 | -1910517 | -1910517 | -907608 |
Profit Factor | 0.6996 | 1.4209 | 0.4152 | 1.7295 | 0.8858 | 4.5631 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 84 | 41 | 43 | 80 | 38 | 42 |
Losing Trades | 22 | 12 | 10 | 26 | 15 | 11 |
Profitability (%) | 79.2453 | 77.3585 | 81.1321 | 75.4717 | 71.6981 | 79.2453 |
Ratio Avg Win / Avg Loss | 0.1832 | 0.4159 | 0.0965 | 0.5621 | 0.3497 | 1.1951 |
Largest Winning Trade | 35393 | 35393 | 19962 | 2422921 | 507134 | 2422921 |
Largest Losing Trade | -342327 | -70568 | -342327 | -1910517 | -1910517 | -831227 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 21 | 13 | 29 | 30 | 16 | 42 |
Avg Bars in Losers | 140 | 160 | 116 | 96 | 123 | 60 |
Bars Traded | 4923 | 2472 | 2451 | 4923 | 2472 | 2451 |
Profit Streak | 26.1874 | 157.5207 | 26.1874 | 26.1874 | 157.5207 | 26.1874 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574924 | -456435 | -755816 | 499664 | -756579 | -160815 |
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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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