Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -274469.0641 | 100132.4671 | -374601.5311 | 3200138.3427 | -340245.2752 | 3540383.6179 |
Total P&L (%) | -274.4691 | 100.1325 | -374.6015 | 3200.1383 | -340.2453 | 3540.3836 |
Avg Daily Profit (%) | -0.1518 | 0.0554 | -0.2072 | 0.1935 | 0 | 0.199 |
Buy And Hold Return (%) | 309.1658 | 309.1658 | 309.1658 | 309.1658 | 309.1658 | 309.1658 |
Max Trade Drawdown | -591239 | -106496 | -610152 | -1744903 | -1744903 | -892952 |
Profit Factor | 0.6928 | 1.3939 | 0.414 | 1.7319 | 0.8989 | 4.5196 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 92 | 44 | 48 | 88 | 41 | 47 |
Losing Trades | 24 | 14 | 10 | 28 | 17 | 11 |
Profitability (%) | 79.3103 | 75.8621 | 82.7586 | 75.8621 | 70.6897 | 81.0345 |
Ratio Avg Win / Avg Loss | 0.1807 | 0.4435 | 0.0863 | 0.5511 | 0.3727 | 1.0578 |
Largest Winning Trade | 35393 | 35393 | 19962 | 2207699 | 463172 | 2207699 |
Largest Losing Trade | -342327 | -70568 | -342327 | -1744903 | -1744903 | -862563 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 19 | 10 | 26 | 28 | 16 | 38 |
Avg Bars in Losers | 131 | 142 | 116 | 87 | 106 | 58 |
Bars Traded | 4923 | 2474 | 2449 | 4923 | 2474 | 2449 |
Profit Streak | 23.5593 | 154.8926 | 23.5593 | 23.5593 | 154.8926 | 23.5593 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574803 | -460993 | -755211 | 504546 | -756679 | -160240 |
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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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