Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -514899.1618 | 11812.6734 | -526711.8352 | 4297234.5166 | 1799723.3399 | 2497511.1766 |
Total P&L (%) | -514.8992 | 11.8127 | -526.7118 | 4297.2345 | 1799.7233 | 2497.5112 |
Avg Daily Profit (%) | -0.2827 | 0.0065 | -0.2892 | 0.208 | 0.1618 | 0.179 |
Buy And Hold Return (%) | 705.8776 | 705.8776 | 705.8776 | 705.8776 | 705.8776 | 705.8776 |
Max Trade Drawdown | -749555 | -72619 | -692519 | -1211640 | -410104 | -1585863 |
Profit Factor | 0.5066 | 1.074 | 0.4041 | 1.9947 | 2.3842 | 1.827 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 66 | 30 | 36 | 64 | 35 | 29 |
Losing Trades | 57 | 32 | 25 | 59 | 27 | 32 |
Profitability (%) | 53.6585 | 48.3871 | 59.0164 | 52.0325 | 56.4516 | 47.541 |
Ratio Avg Win / Avg Loss | 0.4375 | 1.1456 | 0.2806 | 1.8389 | 1.8393 | 2.016 |
Largest Winning Trade | 29781 | 17834 | 29781 | 2111695 | 606435 | 2111695 |
Largest Losing Trade | -494201 | -61777 | -494201 | -1136640 | -291939 | -1136640 |
Avg Bars in Trades | 48 | 17 | 80 | 48 | 17 | 80 |
Avg Bars in Winners | 37 | 11 | 58 | 45 | 22 | 74 |
Avg Bars in Losers | 61 | 22 | 111 | 51 | 10 | 85 |
Bars Traded | 5970 | 1075 | 4895 | 5970 | 1075 | 4895 |
Profit Streak | 168.4631 | 168.4631 | 179.2131 | 168.4631 | 168.4631 | 179.2131 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578594 | -642608 | -739933 | 477362 | -143357 | -152588 |
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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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