Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -647158.5331 | 15288.848 | -662447.3811 | 10849449.3699 | 2274424.4115 | 8575024.9584 |
Total P&L (%) | -647.1585 | 15.2888 | -662.4474 | 10849.4494 | 2274.4244 | 8575.025 |
Avg Daily Profit (%) | -0.3549 | 0.0084 | -0.3633 | 0.2579 | 0.1738 | 0.2451 |
Buy And Hold Return (%) | 717.771 | 717.771 | 717.771 | 717.771 | 717.771 | 717.771 |
Max Trade Drawdown | -840502 | -81569 | -800147 | -3228548 | -864964 | -2798689 |
Profit Factor | 0.4284 | 1.12 | 0.3407 | 2.4647 | 2.2756 | 2.5247 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 93 | 42 | 51 | 57 | 30 | 27 |
Losing Trades | 28 | 19 | 9 | 64 | 31 | 33 |
Profitability (%) | 76.8595 | 68.8525 | 85 | 47.1074 | 49.1803 | 45 |
Ratio Avg Win / Avg Loss | 0.129 | 0.5066 | 0.0601 | 2.7674 | 2.3514 | 3.0857 |
Largest Winning Trade | 34188 | 13106 | 34188 | 5979262 | 652612 | 5979262 |
Largest Losing Trade | -602556 | -51274 | -602556 | -2798689 | -429859 | -2798689 |
Avg Bars in Trades | 49 | 9 | 90 | 49 | 9 | 90 |
Avg Bars in Winners | 26 | 3 | 44 | 51 | 11 | 96 |
Avg Bars in Losers | 126 | 21 | 347 | 46 | 6 | 84 |
Bars Traded | 5967 | 562 | 5405 | 5967 | 562 | 5405 |
Profit Streak | 191.0785 | 191.0785 | 228.8285 | 191.0785 | 191.0785 | 228.8285 |
Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575312 | -595630 | -744107 | 497188 | -151562 | -156413 |
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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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