Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1947612.1603 | 8385.3299 | -1955997.4902 | 8933743.8209 | -779319.8765 | 9713063.6975 |
Total P&L (%) | -1947.6122 | 8.3853 | -1955.9975 | 8933.7438 | -779.3199 | 9713.0637 |
Avg Daily Profit (%) | -1.0889 | 0.0047 | -1.0936 | 0.2521 | 0 | 0.2568 |
Buy And Hold Return (%) | 245.479 | 245.479 | 245.479 | 245.479 | 245.479 | 245.479 |
Max Trade Drawdown | -2259278 | -59908 | -2271752 | -13942380 | -3225670 | -10948433 |
Profit Factor | 0.2822 | 1.0626 | 0.2416 | 1.2773 | 0.8923 | 1.3887 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 98 | 40 | 58 | 100 | 40 | 60 |
Losing Trades | 55 | 37 | 18 | 53 | 37 | 16 |
Profitability (%) | 64.0523 | 51.9481 | 76.3158 | 65.3595 | 51.9481 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.1584 | 0.9829 | 0.075 | 0.6769 | 0.8253 | 0.3703 |
Largest Winning Trade | 39950 | 18342 | 39950 | 7160795 | 1416273 | 7160795 |
Largest Losing Trade | -1681048 | -14921 | -1681048 | -10566785 | -1381426 | -10566785 |
Avg Bars in Trades | 136 | 8 | 265 | 136 | 8 | 265 |
Avg Bars in Winners | 106 | 4 | 176 | 117 | 5 | 191 |
Avg Bars in Losers | 189 | 12 | 552 | 171 | 11 | 540 |
Bars Traded | 20808 | 650 | 20158 | 20808 | 650 | 20158 |
Profit Streak | 6.42 | 6.42 | 120.5867 | 6.42 | 6.42 | 120.5867 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576520 | -545966 | -625195 | 402767 | -621040 | -36594 |
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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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