Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -314503.3076 | 103243.5396 | -417746.8472 | 4436343.3669 | 1967867.5485 | 2468475.8184 |
Total P&L (%) | -314.5033 | 103.2435 | -417.7468 | 4436.3434 | 1967.8675 | 2468.4758 |
Avg Daily Profit (%) | -0.3564 | 0.117 | -0.4735 | 0.4333 | 0.3439 | 0.3686 |
Buy And Hold Return (%) | 430.0138 | 430.0138 | 430.0138 | 430.0138 | 430.0138 | 430.0138 |
Max Trade Drawdown | -501600 | -15247 | -541275 | -2576016 | -299213 | -2576016 |
Profit Factor | 0.6221 | 2.0639 | 0.4317 | 1.7022 | 2.581 | 1.4866 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 85 | 38 | 47 | 77 | 39 | 38 |
Losing Trades | 47 | 28 | 19 | 55 | 27 | 28 |
Profitability (%) | 64.3939 | 57.5758 | 71.2121 | 58.3333 | 59.0909 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.344 | 1.5207 | 0.1745 | 1.2158 | 1.7869 | 1.0954 |
Largest Winning Trade | 31661 | 20939 | 31661 | 2814868 | 867267 | 2814868 |
Largest Losing Trade | -370592 | -11129 | -370592 | -2576016 | -250924 | -2576016 |
Avg Bars in Trades | 37 | 16 | 59 | 37 | 16 | 59 |
Avg Bars in Winners | 21 | 15 | 26 | 30 | 14 | 46 |
Avg Bars in Losers | 67 | 17 | 141 | 47 | 17 | 76 |
Bars Traded | 4987 | 1061 | 3926 | 4987 | 1061 | 3926 |
Profit Streak | 28.9221 | 29.9221 | 28.9221 | 28.9221 | 29.9221 | 28.9221 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577025 | -320099 | -701201 | 544072 | -108778 | -112329 |
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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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