Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -660936.1496 | 8963.5489 | -669899.6985 | 7269840.59 | 3002668.5224 | 4267172.0676 |
Total P&L (%) | -660.9362 | 8.9635 | -669.8997 | 7269.8406 | 3002.6685 | 4267.1721 |
Avg Daily Profit (%) | -0.3634 | 0.0049 | -0.3683 | 0.2367 | 0.189 | 0.2079 |
Buy And Hold Return (%) | 701.752 | 701.752 | 701.752 | 701.752 | 701.752 | 701.752 |
Max Trade Drawdown | -908988 | -73660 | -844117 | -2253395 | -531689 | -3129411 |
Profit Factor | 0.4352 | 1.0608 | 0.345 | 1.9964 | 2.6385 | 1.781 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 102 | 46 | 56 | 62 | 33 | 29 |
Losing Trades | 23 | 17 | 6 | 63 | 30 | 33 |
Profitability (%) | 81.6 | 73.0159 | 90.3226 | 49.6 | 52.381 | 46.7742 |
Ratio Avg Win / Avg Loss | 0.0981 | 0.392 | 0.037 | 2.0286 | 2.3986 | 2.0267 |
Largest Winning Trade | 21213 | 15355 | 21213 | 3818023 | 1296111 | 3818023 |
Largest Losing Trade | -622480 | -67188 | -622480 | -2018802 | -464046 | -2018802 |
Avg Bars in Trades | 71 | 27 | 116 | 71 | 27 | 116 |
Avg Bars in Winners | 36 | 11 | 57 | 70 | 33 | 112 |
Avg Bars in Losers | 228 | 73 | 666 | 72 | 21 | 119 |
Bars Traded | 8956 | 1754 | 7202 | 8956 | 1754 | 7202 |
Profit Streak | 182.8855 | 182.8855 | 224.3855 | 182.8855 | 182.8855 | 224.3855 |
Trades During Streak | 10 | 5 | 10 | 10 | 5 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574577 | -649355 | -728539 | 499223 | -133680 | -143038 |
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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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