Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -558491.9324 | 354885.0572 | -913376.9896 | 6188648.0519 | 5982046.8085 | 206601.2434 |
Total P&L (%) | -558.4919 | 354.8851 | -913.377 | 6188.6481 | 5982.0468 | 206.6012 |
Avg Daily Profit (%) | -0.2991 | 0.1901 | -0.4892 | 0.222 | 0.2202 | 0.06 |
Buy And Hold Return (%) | 498.9154 | 498.9154 | 498.9154 | 498.9154 | 498.9154 | 498.9154 |
Max Trade Drawdown | -990673 | -60903 | -1160630 | -16089695 | -3924697 | -13331230 |
Profit Factor | 0.6536 | 2.3009 | 0.3181 | 1.1581 | 1.3642 | 1.0091 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 60 | 25 | 35 | 58 | 23 | 35 |
Losing Trades | 33 | 22 | 11 | 35 | 24 | 11 |
Profitability (%) | 64.5161 | 53.1915 | 76.087 | 62.3656 | 48.9362 | 76.087 |
Ratio Avg Win / Avg Loss | 0.3595 | 2.0248 | 0.1 | 0.6989 | 1.4235 | 0.3171 |
Largest Winning Trade | 143599 | 143599 | 37337 | 6237580 | 6237580 | 3493974 |
Largest Losing Trade | -982847 | -53784 | -982847 | -11608891 | -3372928 | -11608891 |
Avg Bars in Trades | 77 | 82 | 73 | 77 | 82 | 73 |
Avg Bars in Winners | 61 | 68 | 57 | 66 | 71 | 63 |
Avg Bars in Losers | 107 | 98 | 123 | 96 | 92 | 104 |
Bars Traded | 7247 | 3883 | 3364 | 7247 | 3883 | 3364 |
Profit Streak | 176.2115 | 176.2115 | 242.2115 | 176.2115 | 176.2115 | 242.2115 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576876 | -151982 | -575945 | -36704 | 350553 | -485915 |
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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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