Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -301805.2031 | 120684.2453 | -422489.4485 | 3236505.0435 | -2007111.8299 | 5243616.8734 |
Total P&L (%) | -301.8052 | 120.6842 | -422.4894 | 3236.505 | -2007.1118 | 5243.6169 |
Avg Daily Profit (%) | -0.1595 | 0.0638 | -0.2232 | 0.1855 | 0 | 0.2104 |
Buy And Hold Return (%) | 209.4101 | 209.4101 | 209.4101 | 209.4101 | 209.4101 | 209.4101 |
Max Trade Drawdown | -537363 | -68815 | -585882 | -2525166 | -2742467 | -1345271 |
Profit Factor | 0.6005 | 1.9884 | 0.333 | 1.6764 | 0.4084 | 4.7669 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 54 | 26 | 28 | 40 | 17 | 23 |
Losing Trades | 9 | 5 | 4 | 23 | 14 | 9 |
Profitability (%) | 85.7143 | 83.871 | 87.5 | 63.4921 | 54.8387 | 71.875 |
Ratio Avg Win / Avg Loss | 0.1001 | 0.3824 | 0.0476 | 0.9639 | 0.3364 | 1.8653 |
Largest Winning Trade | 53184 | 53184 | 26777 | 4387981 | 352006 | 4387981 |
Largest Losing Trade | -443269 | -67590 | -443269 | -1438618 | -1438618 | -750821 |
Avg Bars in Trades | 56 | 67 | 45 | 56 | 67 | 45 |
Avg Bars in Winners | 14 | 12 | 16 | 25 | 14 | 34 |
Avg Bars in Losers | 308 | 354 | 251 | 110 | 132 | 75 |
Bars Traded | 3569 | 2098 | 1471 | 3569 | 2098 | 1471 |
Profit Streak | 85.2507 | 85.2507 | 545.7507 | 85.2507 | 85.2507 | 545.7507 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -725791 | -266967 | -574789 | -139396 | -578826 | 718452 |
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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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