Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -560622.6685 | 48492.2163 | -609114.8848 | 9596714.4517 | 2918236.6266 | 6678477.8251 |
Total P&L (%) | -560.6227 | 48.4922 | -609.1149 | 9596.7145 | 2918.2366 | 6678.4778 |
Avg Daily Profit (%) | -0.3076 | 0.0266 | -0.3342 | 0.2513 | 0.1871 | 0.2316 |
Buy And Hold Return (%) | 812.9113 | 812.9113 | 812.9113 | 812.9113 | 812.9113 | 812.9113 |
Max Trade Drawdown | -758463 | -70033 | -748683 | -2405507 | -604756 | -2201767 |
Profit Factor | 0.4768 | 1.415 | 0.362 | 2.3925 | 2.5115 | 2.3462 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 104 | 49 | 55 | 60 | 30 | 30 |
Losing Trades | 25 | 16 | 9 | 69 | 35 | 34 |
Profitability (%) | 80.6202 | 75.3846 | 85.9375 | 46.5116 | 46.1538 | 46.875 |
Ratio Avg Win / Avg Loss | 0.1146 | 0.462 | 0.0592 | 2.7514 | 2.9301 | 2.659 |
Largest Winning Trade | 28281 | 14203 | 28281 | 4622459 | 797469 | 4622459 |
Largest Losing Trade | -585245 | -66953 | -585245 | -2188026 | -357112 | -2188026 |
Avg Bars in Trades | 46 | 12 | 81 | 46 | 12 | 81 |
Avg Bars in Winners | 21 | 5 | 35 | 46 | 16 | 76 |
Avg Bars in Losers | 150 | 32 | 360 | 45 | 8 | 84 |
Bars Traded | 5969 | 784 | 5185 | 5969 | 784 | 5185 |
Profit Streak | 89.1122 | 189.6122 | 0 | 89.1122 | 189.6122 | 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 | -575650 | -450713 | -715492 | 452801 | -121662 | -127619 |
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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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