Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -778395.7633 | -19493.4346 | -758902.3287 | 4207177.6436 | 820521.4586 | 3386656.185 |
Total P&L (%) | -778.3958 | -19.4934 | -758.9023 | 4207.1776 | 820.5215 | 3386.6562 |
Avg Daily Profit (%) | -0.4288 | -0.0107 | -0.418 | 0.2075 | 0.1223 | 0.1958 |
Buy And Hold Return (%) | 631.5902 | 631.5902 | 631.5902 | 631.5902 | 631.5902 | 631.5902 |
Max Trade Drawdown | -891590 | -66923 | -865465 | -1420480 | -665790 | -1750829 |
Profit Factor | 0.383 | 0.8885 | 0.3017 | 1.6884 | 1.3466 | 1.9044 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 63 | 29 | 34 | 49 | 25 | 24 |
Losing Trades | 40 | 23 | 17 | 54 | 27 | 27 |
Profitability (%) | 61.165 | 55.7692 | 66.6667 | 47.5728 | 48.0769 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.2432 | 0.7047 | 0.1508 | 1.8606 | 1.4543 | 2.1425 |
Largest Winning Trade | 39151 | 16723 | 39151 | 3061890 | 867143 | 3061890 |
Largest Losing Trade | -688945 | -66923 | -688945 | -859495 | -278789 | -859495 |
Avg Bars in Trades | 58 | 25 | 91 | 58 | 25 | 91 |
Avg Bars in Winners | 41 | 14 | 65 | 54 | 31 | 78 |
Avg Bars in Losers | 83 | 38 | 144 | 61 | 19 | 103 |
Bars Traded | 5985 | 1307 | 4678 | 5985 | 1307 | 4678 |
Profit Streak | 155.1137 | 156.1137 | 155.1137 | 155.1137 | 156.1137 | 155.1137 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577704 | -758843 | -758097 | 423259 | -281172 | -170097 |
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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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