Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -321522.8502 | 25385.6863 | -346908.5364 | 5973934.7037 | 50273.3788 | 5923661.325 |
Total P&L (%) | -321.5229 | 25.3857 | -346.9085 | 5973.9347 | 50.2734 | 5923.6613 |
Avg Daily Profit (%) | -0.1779 | 0.014 | -0.192 | 0.2275 | 0.0225 | 0.2271 |
Buy And Hold Return (%) | 95.229 | 95.229 | 95.229 | 95.229 | 95.229 | 95.229 |
Max Trade Drawdown | -493304 | -62996 | -481490 | -1699021 | -1994367 | -1623554 |
Profit Factor | 0.6095 | 1.1401 | 0.4597 | 2.2567 | 1.0161 | 4.6392 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 81 | 36 | 45 | 47 | 23 | 24 |
Losing Trades | 18 | 14 | 4 | 52 | 27 | 25 |
Profitability (%) | 81.8182 | 72 | 91.8367 | 47.4747 | 46 | 48.9796 |
Ratio Avg Win / Avg Loss | 0.1354 | 0.4434 | 0.0409 | 2.4967 | 1.1928 | 4.8325 |
Largest Winning Trade | 28360 | 28360 | 19484 | 4141266 | 351986 | 4141266 |
Largest Losing Trade | -369869 | -43674 | -369869 | -1455208 | -1455208 | -569266 |
Avg Bars in Trades | 30 | 20 | 40 | 30 | 20 | 40 |
Avg Bars in Winners | 14 | 6 | 21 | 35 | 24 | 45 |
Avg Bars in Losers | 100 | 57 | 253 | 25 | 17 | 35 |
Bars Traded | 3005 | 1026 | 1978 | 3005 | 1026 | 1978 |
Profit Streak | 90.3819 | 90.3819 | 466.8819 | 90.3819 | 90.3819 | 725.3819 |
Trades During Streak | 2 | 1 | 18 | 2 | 1 | 19 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575211 | -584355 | -574080 | 461155 | -712139 | 613176 |
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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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