Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -981139.8597 | 129888.9526 | -1111028.8123 | 9766169.3326 | -488544.8845 | 10254714.2171 |
Total P&L (%) | -981.1399 | 129.889 | -1111.0288 | 9766.1693 | -488.5449 | 10254.7142 |
Avg Daily Profit (%) | -0.4504 | 0.0596 | -0.51 | 0.211 | 0 | 0.2132 |
Buy And Hold Return (%) | 267.5987 | 267.5987 | 267.5987 | 267.5987 | 267.5987 | 267.5987 |
Max Trade Drawdown | -1293829 | -70251 | -1337139 | -4546927 | -4716195 | -581905 |
Profit Factor | 0.4602 | 1.743 | 0.3236 | 2.438 | 0.907 | 7.6629 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 85 | 38 | 47 | 67 | 28 | 39 |
Losing Trades | 22 | 15 | 7 | 40 | 25 | 15 |
Profitability (%) | 79.4393 | 71.6981 | 87.037 | 62.6168 | 52.8302 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.1191 | 0.688 | 0.0482 | 1.4556 | 0.8098 | 2.9473 |
Largest Winning Trade | 45200 | 38671 | 45200 | 2149069 | 800967 | 2149069 |
Largest Losing Trade | -790649 | -47920 | -790649 | -4408476 | -4408476 | -581905 |
Avg Bars in Trades | 39 | 14 | 64 | 39 | 14 | 64 |
Avg Bars in Winners | 19 | 7 | 28 | 32 | 8 | 50 |
Avg Bars in Losers | 118 | 31 | 304 | 50 | 20 | 101 |
Bars Traded | 4244 | 758 | 3486 | 4244 | 758 | 3486 |
Profit Streak | 10.477 | 0 | 127.477 | 10.477 | 0 | 127.477 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575747 | -455525 | -754875 | 512592 | -760188 | -159110 |
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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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