Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -406040.1141 | 94516.1853 | -500556.2994 | 26134914.7342 | 8406461.7638 | 17728452.9704 |
Total P&L (%) | -406.0401 | 94.5162 | -500.5563 | 26134.9147 | 8406.4618 | 17728.453 |
Avg Daily Profit (%) | -0.2217 | 0.0516 | -0.2733 | 0.3045 | 0.2429 | 0.2834 |
Buy And Hold Return (%) | 585.2202 | 585.2202 | 585.2202 | 585.2202 | 585.2202 | 585.2202 |
Max Trade Drawdown | -656884 | -71807 | -657538 | -3023799 | -1020308 | -2855398 |
Profit Factor | 0.5847 | 1.8935 | 0.4259 | 4.2107 | 5.0689 | 3.9188 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 70 | 33 | 37 | 40 | 22 | 18 |
Losing Trades | 19 | 12 | 7 | 49 | 23 | 26 |
Profitability (%) | 78.6517 | 73.3333 | 84.0909 | 44.9438 | 48.8889 | 40.9091 |
Ratio Avg Win / Avg Loss | 0.1587 | 0.6886 | 0.0806 | 5.1581 | 5.2993 | 5.6604 |
Largest Winning Trade | 37310 | 30543 | 37310 | 8397304 | 3221320 | 8397304 |
Largest Losing Trade | -488614 | -52969 | -488614 | -2333407 | -362587 | -2333407 |
Avg Bars in Trades | 50 | 11 | 89 | 50 | 11 | 89 |
Avg Bars in Winners | 25 | 5 | 42 | 46 | 15 | 83 |
Avg Bars in Losers | 142 | 27 | 340 | 53 | 7 | 94 |
Bars Traded | 4477 | 522 | 3955 | 4477 | 522 | 3955 |
Profit Streak | 98.4371 | 219.7704 | 0 | 98.4371 | 219.7704 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575988 | -284166 | -576432 | 539226 | 633325 | 441920 |
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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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