Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -630444.79 | -4992.1096 | -625452.6804 | 4895858.7395 | 1532379.1438 | 3363479.5957 |
Total P&L (%) | -630.4448 | -4.9921 | -625.4527 | 4895.8587 | 1532.3791 | 3363.4796 |
Avg Daily Profit (%) | -0.3469 | -0.0027 | -0.3442 | 0.2155 | 0.1538 | 0.1953 |
Buy And Hold Return (%) | 698.9766 | 698.9766 | 698.9766 | 698.9766 | 698.9766 | 698.9766 |
Max Trade Drawdown | -812945 | -92686 | -756272 | -1059951 | -340138 | -1542952 |
Profit Factor | 0.4071 | 0.9626 | 0.3273 | 2.5155 | 3.1452 | 2.3367 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 77 | 35 | 42 | 51 | 28 | 23 |
Losing Trades | 22 | 15 | 7 | 48 | 22 | 26 |
Profitability (%) | 77.7778 | 70 | 85.7143 | 51.5152 | 56 | 46.9388 |
Ratio Avg Win / Avg Loss | 0.1163 | 0.4125 | 0.0545 | 2.3675 | 2.4713 | 2.6415 |
Largest Winning Trade | 28281 | 13106 | 28281 | 2490518 | 482344 | 2490518 |
Largest Losing Trade | -569078 | -54461 | -569078 | -971257 | -164559 | -971257 |
Avg Bars in Trades | 60 | 13 | 107 | 60 | 13 | 107 |
Avg Bars in Winners | 31 | 5 | 52 | 58 | 16 | 110 |
Avg Bars in Losers | 162 | 32 | 441 | 62 | 10 | 105 |
Bars Traded | 5967 | 684 | 5283 | 5967 | 684 | 5283 |
Profit Streak | 214.4837 | 214.4837 | 222.9837 | 214.4837 | 214.4837 | 222.9837 |
Trades During Streak | 20 | 10 | 10 | 20 | 10 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574909 | -756430 | -574709 | 545457 | -169421 | 409679 |
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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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