Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -695594.8643 | 11256.9055 | -706851.7698 | 6201360.5008 | 2044627.0406 | 4156733.4602 |
Total P&L (%) | -695.5949 | 11.2569 | -706.8518 | 6201.3605 | 2044.627 | 4156.7335 |
Avg Daily Profit (%) | -0.3813 | 0.0062 | -0.3874 | 0.2274 | 0.1682 | 0.2058 |
Buy And Hold Return (%) | 815.0345 | 815.0345 | 815.0345 | 815.0345 | 815.0345 | 815.0345 |
Max Trade Drawdown | -877466 | -69702 | -839600 | -1789404 | -423389 | -2001045 |
Profit Factor | 0.4001 | 1.0896 | 0.3163 | 2.1203 | 2.4302 | 2.0124 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 104 | 48 | 56 | 62 | 31 | 31 |
Losing Trades | 27 | 18 | 9 | 69 | 35 | 34 |
Profitability (%) | 79.3893 | 72.7273 | 86.1538 | 47.3282 | 46.9697 | 47.6923 |
Ratio Avg Win / Avg Loss | 0.1039 | 0.4086 | 0.0508 | 2.3597 | 2.7438 | 2.2072 |
Largest Winning Trade | 28281 | 13106 | 28281 | 3471582 | 787362 | 3471582 |
Largest Losing Trade | -659643 | -66953 | -659643 | -1631310 | -225819 | -1631310 |
Avg Bars in Trades | 45 | 11 | 79 | 45 | 11 | 79 |
Avg Bars in Winners | 20 | 4 | 34 | 45 | 16 | 74 |
Avg Bars in Losers | 141 | 31 | 359 | 45 | 8 | 85 |
Bars Traded | 5969 | 785 | 5184 | 5969 | 785 | 5184 |
Profit Streak | 91.0868 | 191.5868 | 0 | 91.0868 | 191.5868 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575784 | -593577 | -707971 | 438151 | -115125 | -121932 |
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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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