Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -602309.6308 | 78359.6232 | -680669.254 | 5298212.3505 | 1382414.861 | 3915797.4895 |
Total P&L (%) | -602.3096 | 78.3596 | -680.6693 | 5298.2124 | 1382.4149 | 3915.7975 |
Avg Daily Profit (%) | -0.2891 | 0.0376 | -0.3267 | 0.1916 | 0.1295 | 0.1774 |
Buy And Hold Return (%) | 102.1696 | 102.1696 | 102.1696 | 102.1696 | 102.1696 | 102.1696 |
Max Trade Drawdown | -883764 | -12725 | -896482 | -9201060 | -1025772 | -8951230 |
Profit Factor | 0.5226 | 2.0686 | 0.4272 | 1.2371 | 1.3316 | 1.2154 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 70 | 35 | 35 | 70 | 34 | 36 |
Losing Trades | 38 | 19 | 19 | 38 | 20 | 18 |
Profitability (%) | 64.8148 | 64.8148 | 64.8148 | 64.8148 | 62.963 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.2837 | 1.123 | 0.2319 | 0.6715 | 0.7833 | 0.6077 |
Largest Winning Trade | 41561 | 14761 | 41561 | 2763005 | 699930 | 2763005 |
Largest Losing Trade | -586724 | -9226 | -586724 | -6360712 | -1025772 | -6360712 |
Avg Bars in Trades | 226 | 15 | 437 | 226 | 15 | 437 |
Avg Bars in Winners | 156 | 13 | 299 | 195 | 12 | 368 |
Avg Bars in Losers | 355 | 19 | 691 | 282 | 19 | 575 |
Bars Traded | 24449 | 821 | 23628 | 24449 | 821 | 23628 |
Profit Streak | 55.5787 | 0 | 56.0787 | 55.5787 | 0 | 56.0787 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578008 | -483468 | -758351 | 315654 | -199204 | -171588 |
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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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