Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -312006.5119 | 154863.2187 | -466869.7307 | 10498181.2454 | 418457.6413 | 10079723.6042 |
Total P&L (%) | -312.0065 | 154.8632 | -466.8697 | 10498.1812 | 418.4576 | 10079.7236 |
Avg Daily Profit (%) | -0.1248 | 0.0619 | -0.1867 | 0.1866 | 0.0658 | 0.185 |
Buy And Hold Return (%) | 286.5263 | 286.5263 | 286.5263 | 286.5263 | 286.5263 | 286.5263 |
Max Trade Drawdown | -562451 | -59936 | -568967 | -4075361 | -4317656 | -3504372 |
Profit Factor | 0.6521 | 1.8321 | 0.343 | 2.1628 | 1.0787 | 3.7171 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 46 | 22 | 24 | 22 | 13 | 9 |
Losing Trades | 12 | 7 | 5 | 36 | 16 | 20 |
Profitability (%) | 79.3103 | 75.8621 | 82.7586 | 37.931 | 44.8276 | 31.0345 |
Ratio Avg Win / Avg Loss | 0.1701 | 0.5829 | 0.0715 | 3.5392 | 1.3276 | 8.2603 |
Largest Winning Trade | 49399 | 49399 | 31338 | 11947930 | 3154465 | 11947930 |
Largest Losing Trade | -362891 | -36518 | -362891 | -2870992 | -2870992 | -1454580 |
Avg Bars in Trades | 124 | 129 | 119 | 124 | 129 | 119 |
Avg Bars in Winners | 86 | 78 | 93 | 156 | 169 | 136 |
Avg Bars in Losers | 271 | 290 | 244 | 105 | 97 | 111 |
Bars Traded | 7228 | 3759 | 3469 | 7228 | 3759 | 3469 |
Profit Streak | 153.22 | 153.22 | 248.5533 | 153.22 | 153.22 | 330.5533 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755066 | -271063 | -575323 | -171020 | -262651 | 313137 |
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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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