Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -361084.9958 | 80012.2471 | -441097.2429 | 6517850.633 | 2005145.471 | 4512705.162 |
Total P&L (%) | -361.085 | 80.0122 | -441.0972 | 6517.8506 | 2005.1455 | 4512.7052 |
Avg Daily Profit (%) | -0.4095 | 0.0907 | -0.5002 | 0.4765 | 0.3461 | 0.4354 |
Buy And Hold Return (%) | 397.5946 | 397.5946 | 397.5946 | 397.5946 | 397.5946 | 397.5946 |
Max Trade Drawdown | -570171 | -10908 | -587986 | -1754739 | -390739 | -1742697 |
Profit Factor | 0.5035 | 3.0891 | 0.3597 | 2.9926 | 4.2978 | 2.6946 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 105 | 48 | 57 | 77 | 38 | 39 |
Losing Trades | 17 | 13 | 4 | 45 | 23 | 22 |
Profitability (%) | 86.0656 | 78.6885 | 93.4426 | 63.1148 | 62.2951 | 63.9344 |
Ratio Avg Win / Avg Loss | 0.0815 | 0.8366 | 0.0252 | 1.7489 | 2.6013 | 1.52 |
Largest Winning Trade | 14577 | 13686 | 14577 | 3188078 | 910139 | 3188078 |
Largest Losing Trade | -465726 | -8479 | -465726 | -1742697 | -390739 | -1742697 |
Avg Bars in Trades | 36 | 10 | 62 | 36 | 10 | 62 |
Avg Bars in Winners | 15 | 6 | 22 | 29 | 10 | 48 |
Avg Bars in Losers | 165 | 24 | 624 | 48 | 11 | 87 |
Bars Traded | 4439 | 639 | 3800 | 4439 | 639 | 3800 |
Profit Streak | 104.6702 | 104.6702 | 105.0036 | 104.6702 | 104.6702 | 105.0036 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574304 | -391206 | -736304 | 703234 | -143588 | -143725 |
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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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