Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -603081.2133 | 12123.0273 | -615204.2406 | 8200752.3112 | 2385531.8773 | 5815220.4339 |
Total P&L (%) | -603.0812 | 12.123 | -615.2042 | 8200.7523 | 2385.5319 | 5815.2204 |
Avg Daily Profit (%) | -0.3302 | 0.0066 | -0.3368 | 0.2422 | 0.1761 | 0.2236 |
Buy And Hold Return (%) | 610.5381 | 610.5381 | 610.5381 | 610.5381 | 610.5381 | 610.5381 |
Max Trade Drawdown | -807362 | -81881 | -753515 | -1520577 | -331592 | -1593502 |
Profit Factor | 0.4298 | 1.1061 | 0.3479 | 3.0184 | 4.4796 | 2.7218 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 79 | 34 | 45 | 49 | 27 | 22 |
Losing Trades | 22 | 17 | 5 | 52 | 24 | 28 |
Profitability (%) | 78.2178 | 66.6667 | 90 | 48.5149 | 52.9412 | 44 |
Ratio Avg Win / Avg Loss | 0.1197 | 0.553 | 0.0387 | 3.2032 | 3.9819 | 3.4641 |
Largest Winning Trade | 34032 | 12839 | 34032 | 3401460 | 590273 | 3401460 |
Largest Losing Trade | -537369 | -52564 | -537369 | -1520577 | -126786 | -1520577 |
Avg Bars in Trades | 59 | 9 | 109 | 59 | 9 | 109 |
Avg Bars in Winners | 37 | 4 | 62 | 49 | 12 | 95 |
Avg Bars in Losers | 136 | 21 | 527 | 68 | 7 | 120 |
Bars Traded | 5967 | 498 | 5469 | 5967 | 498 | 5469 |
Profit Streak | 224.2852 | 224.2852 | 231.7852 | 224.2852 | 224.2852 | 231.7852 |
Trades During Streak | 16 | 8 | 10 | 16 | 8 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574933 | -631393 | -754449 | 557833 | -164976 | -167433 |
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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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