Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -361012.6195 | 93208.6513 | -454221.2708 | 7536602.6686 | 4669643.2558 | 2866959.4128 |
Total P&L (%) | -361.0126 | 93.2087 | -454.2213 | 7536.6027 | 4669.6433 | 2866.9594 |
Avg Daily Profit (%) | -0.4085 | 0.1055 | -0.514 | 0.4918 | 0.4383 | 0.3844 |
Buy And Hold Return (%) | 277.6828 | 277.6828 | 277.6828 | 277.6828 | 277.6828 | 277.6828 |
Max Trade Drawdown | -616515 | -13381 | -619494 | -7050601 | -86692 | -7539983 |
Profit Factor | 0.538 | 5.2067 | 0.4018 | 1.7205 | 32.4738 | 1.278 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 83 | 38 | 45 | 67 | 33 | 34 |
Losing Trades | 17 | 12 | 5 | 33 | 17 | 16 |
Profitability (%) | 83 | 76 | 90 | 67 | 66 | 68 |
Ratio Avg Win / Avg Loss | 0.1102 | 1.6442 | 0.0446 | 0.8474 | 16.7289 | 0.6014 |
Largest Winning Trade | 18382 | 10238 | 18382 | 3505178 | 751123 | 3505178 |
Largest Losing Trade | -466034 | -8976 | -466034 | -7050601 | -37607 | -7050601 |
Avg Bars in Trades | 25 | 5 | 45 | 25 | 5 | 45 |
Avg Bars in Winners | 10 | 3 | 17 | 17 | 4 | 30 |
Avg Bars in Losers | 96 | 13 | 297 | 41 | 8 | 76 |
Bars Traded | 2552 | 282 | 2270 | 2552 | 282 | 2270 |
Profit Streak | 7.5606 | 101.2273 | 7.5606 | 7.5606 | 101.2273 | 7.5606 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574213 | -385050 | -755293 | 561713 | -157744 | -169147 |
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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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