Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -490874.3809 | 127804.7997 | -618679.1806 | 3020114.5271 | -3041241.5537 | 6061356.0808 |
Total P&L (%) | -490.8744 | 127.8048 | -618.6792 | 3020.1145 | -3041.2416 | 6061.3561 |
Avg Daily Profit (%) | -0.2605 | 0.0678 | -0.3283 | 0.1827 | 0 | 0.2189 |
Buy And Hold Return (%) | 339.0582 | 339.0582 | 339.0582 | 339.0582 | 339.0582 | 339.0582 |
Max Trade Drawdown | -670154 | -82820 | -751633 | -4305236 | -3940512 | -2388343 |
Profit Factor | 0.5075 | 1.7953 | 0.26 | 1.3312 | 0.5143 | 3.1206 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 79 | 40 | 39 | 61 | 30 | 31 |
Losing Trades | 12 | 6 | 6 | 30 | 16 | 14 |
Profitability (%) | 86.8132 | 86.9565 | 86.6667 | 67.033 | 65.2174 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.0771 | 0.2693 | 0.04 | 0.6547 | 0.2743 | 1.4093 |
Largest Winning Trade | 30478 | 30478 | 13714 | 6297352 | 403538 | 6297352 |
Largest Losing Trade | -661239 | -67311 | -661239 | -2409158 | -2409158 | -1103050 |
Avg Bars in Trades | 39 | 46 | 31 | 39 | 46 | 31 |
Avg Bars in Winners | 12 | 8 | 16 | 14 | 7 | 21 |
Avg Bars in Losers | 214 | 303 | 125 | 88 | 120 | 52 |
Bars Traded | 3558 | 2157 | 1401 | 3558 | 2157 | 1401 |
Profit Streak | 81.8412 | 81.8412 | 538.3412 | 81.8412 | 81.8412 | 538.3412 |
Trades During Streak | 10 | 5 | 10 | 10 | 5 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574064 | -261434 | -574720 | 391237 | -577273 | 612717 |
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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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