Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -471926.9162 | 22211.0169 | -494137.9331 | 6228724.6491 | 1077644.2194 | 5151080.4296 |
Total P&L (%) | -471.9269 | 22.211 | -494.1379 | 6228.7246 | 1077.6442 | 5151.0804 |
Avg Daily Profit (%) | -0.2603 | 0.0123 | -0.2726 | 0.229 | 0.1361 | 0.2187 |
Buy And Hold Return (%) | 115.7763 | 115.7763 | 115.7763 | 115.7763 | 115.7763 | 115.7763 |
Max Trade Drawdown | -732862 | -108087 | -688928 | -1242914 | -786620 | -1240183 |
Profit Factor | 0.5581 | 1.1206 | 0.4409 | 2.3416 | 1.4378 | 3.3612 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 95 | 42 | 53 | 61 | 30 | 31 |
Losing Trades | 30 | 21 | 9 | 64 | 33 | 31 |
Profitability (%) | 76 | 66.6667 | 85.4839 | 48.8 | 47.619 | 50 |
Ratio Avg Win / Avg Loss | 0.1762 | 0.5603 | 0.0749 | 2.4567 | 1.5816 | 3.3612 |
Largest Winning Trade | 30669 | 17421 | 30669 | 2245802 | 498037 | 2245802 |
Largest Losing Trade | -496492 | -53580 | -496492 | -848881 | -634797 | -848881 |
Avg Bars in Trades | 47 | 20 | 75 | 47 | 20 | 75 |
Avg Bars in Winners | 23 | 6 | 36 | 56 | 25 | 86 |
Avg Bars in Losers | 124 | 46 | 306 | 39 | 14 | 65 |
Bars Traded | 5976 | 1266 | 4710 | 5976 | 1266 | 4710 |
Profit Streak | 164.3008 | 164.3008 | 284.5508 | 164.3008 | 164.3008 | 284.5508 |
Trades During Streak | 4 | 2 | 11 | 4 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575415 | -575040 | -729019 | 503736 | -155226 | -138038 |
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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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