Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -761257.7755 | -29683.7305 | -731574.045 | 4831703.8756 | 1343106.0712 | 3488597.8044 |
Total P&L (%) | -761.2578 | -29.6837 | -731.574 | 4831.7039 | 1343.1061 | 3488.5978 |
Avg Daily Profit (%) | -0.4202 | -0.0164 | -0.4038 | 0.2154 | 0.1474 | 0.1978 |
Buy And Hold Return (%) | 606.1091 | 606.1091 | 606.1091 | 606.1091 | 606.1091 | 606.1091 |
Max Trade Drawdown | -930113 | -74906 | -868235 | -1737478 | -612885 | -2045781 |
Profit Factor | 0.3957 | 0.8525 | 0.3088 | 1.7374 | 1.5569 | 1.8426 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 159 | 68 | 91 | 97 | 48 | 49 |
Losing Trades | 48 | 36 | 12 | 110 | 56 | 54 |
Profitability (%) | 76.8116 | 65.3846 | 88.3495 | 46.8599 | 46.1538 | 47.5728 |
Ratio Avg Win / Avg Loss | 0.1194 | 0.4513 | 0.0407 | 1.9703 | 1.8164 | 2.0306 |
Largest Winning Trade | 25170 | 14373 | 25170 | 2959032 | 821549 | 2959032 |
Largest Losing Trade | -652186 | -63623 | -652186 | -1227236 | -273730 | -1227236 |
Avg Bars in Trades | 28 | 10 | 47 | 28 | 10 | 47 |
Avg Bars in Winners | 13 | 3 | 21 | 31 | 14 | 49 |
Avg Bars in Losers | 78 | 23 | 241 | 26 | 7 | 45 |
Bars Traded | 5969 | 1105 | 4864 | 5969 | 1105 | 4864 |
Profit Streak | 153.1465 | 153.1465 | 217.6465 | 153.1465 | 153.1465 | 217.6465 |
Trades During Streak | 6 | 3 | 18 | 6 | 3 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574498 | -577430 | -574394 | 469634 | 49596 | 401282 |
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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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