Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -420329.327 | 104750.5406 | -525079.8676 | 30873179.0405 | 10577833.0646 | 20295345.9759 |
Total P&L (%) | -420.3293 | 104.7505 | -525.0799 | 30873.179 | 10577.8331 | 20295.346 |
Avg Daily Profit (%) | -0.2299 | 0.0573 | -0.2872 | 0.3143 | 0.2558 | 0.2913 |
Buy And Hold Return (%) | 814.2465 | 814.2465 | 814.2465 | 814.2465 | 814.2465 | 814.2465 |
Max Trade Drawdown | -713156 | -65390 | -714408 | -3595011 | -1142884 | -3535815 |
Profit Factor | 0.5936 | 1.9167 | 0.4293 | 3.6882 | 3.8015 | 3.6328 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 84 | 38 | 46 | 52 | 29 | 23 |
Losing Trades | 21 | 15 | 6 | 53 | 24 | 29 |
Profitability (%) | 80 | 71.6981 | 88.4615 | 49.5238 | 54.717 | 44.2308 |
Ratio Avg Win / Avg Loss | 0.1484 | 0.7566 | 0.056 | 3.7592 | 3.1461 | 4.5804 |
Largest Winning Trade | 31246 | 23374 | 31246 | 8956749 | 3473293 | 8956749 |
Largest Losing Trade | -531872 | -65390 | -531872 | -1710507 | -704223 | -1710507 |
Avg Bars in Trades | 28 | 8 | 48 | 28 | 8 | 48 |
Avg Bars in Winners | 15 | 4 | 25 | 27 | 10 | 49 |
Avg Bars in Losers | 78 | 20 | 224 | 29 | 7 | 47 |
Bars Traded | 2985 | 468 | 2517 | 2985 | 468 | 2517 |
Profit Streak | 194.7761 | 194.7761 | 233.2761 | 194.7761 | 194.7761 | 233.2761 |
Trades During Streak | 8 | 4 | 10 | 8 | 4 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574563 | -456897 | -754599 | 637556 | -162349 | -165166 |
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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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