Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -221460.7729 | 248836.4049 | -470297.1778 | 46622905.6996 | 8891321.3837 | 37731584.3159 |
Total P&L (%) | -221.4608 | 248.8364 | -470.2972 | 46622.9057 | 8891.3214 | 37731.5843 |
Avg Daily Profit (%) | -0.0885 | 0.0995 | -0.188 | 0.246 | 0.18 | 0.2375 |
Buy And Hold Return (%) | 251.8953 | 251.8953 | 251.8953 | 251.8953 | 251.8953 | 251.8953 |
Max Trade Drawdown | -601472 | -59304 | -612730 | -13075400 | -11751660 | -10499662 |
Profit Factor | 0.7633 | 2.6235 | 0.3987 | 2.772 | 1.6251 | 4.1219 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 44 | 18 | 26 | 28 | 15 | 13 |
Losing Trades | 15 | 11 | 4 | 31 | 14 | 17 |
Profitability (%) | 74.5763 | 62.069 | 86.6667 | 47.4576 | 51.7241 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.2602 | 1.6033 | 0.0613 | 3.069 | 1.5168 | 5.3901 |
Largest Winning Trade | 118391 | 118391 | 48825 | 41525630 | 18110162 | 41525630 |
Largest Losing Trade | -421941 | -35342 | -421941 | -7133310 | -7133310 | -3533549 |
Avg Bars in Trades | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Winners | 56 | 50 | 61 | 97 | 96 | 97 |
Avg Bars in Losers | 149 | 132 | 197 | 65 | 66 | 64 |
Bars Traded | 4744 | 2369 | 2375 | 4744 | 2369 | 2375 |
Profit Streak | 143.3034 | 143.3034 | 247.8034 | 143.3034 | 143.3034 | 362.3034 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755740 | -218892 | -575316 | -165416 | 420606 | 511624 |
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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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