Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -713450.7126 | 2215.1246 | -715665.8373 | 6416095.6701 | 2483782.3945 | 3932313.2756 |
Total P&L (%) | -713.4507 | 2.2151 | -715.6658 | 6416.0957 | 2483.7824 | 3932.3133 |
Avg Daily Profit (%) | -0.3922 | 0.0012 | -0.3934 | 0.2299 | 0.1789 | 0.2034 |
Buy And Hold Return (%) | 592.2895 | 592.2895 | 592.2895 | 592.2895 | 592.2895 | 592.2895 |
Max Trade Drawdown | -926539 | -73042 | -869783 | -1479139 | -307800 | -2062260 |
Profit Factor | 0.4044 | 1.016 | 0.3248 | 2.2531 | 3.2962 | 1.9737 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 98 | 44 | 54 | 56 | 30 | 26 |
Losing Trades | 25 | 18 | 7 | 67 | 32 | 35 |
Profitability (%) | 79.6748 | 70.9677 | 88.5246 | 45.5285 | 48.3871 | 42.623 |
Ratio Avg Win / Avg Loss | 0.1032 | 0.4157 | 0.0421 | 2.6956 | 3.5159 | 2.6569 |
Largest Winning Trade | 27042 | 17312 | 27042 | 2819905 | 881727 | 2819905 |
Largest Losing Trade | -643368 | -69082 | -643368 | -1304797 | -231995 | -1304797 |
Avg Bars in Trades | 72 | 23 | 123 | 72 | 23 | 123 |
Avg Bars in Winners | 34 | 8 | 56 | 69 | 29 | 115 |
Avg Bars in Losers | 221 | 60 | 636 | 75 | 17 | 128 |
Bars Traded | 8955 | 1447 | 7508 | 8955 | 1447 | 7508 |
Profit Streak | 87.5599 | 185.7266 | 87.5599 | 87.5599 | 185.7266 | 87.5599 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574964 | -711273 | -737182 | 451140 | -141009 | -152692 |
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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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