Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -397863.5862 | 84091.3427 | -481954.9289 | 11713479.6575 | 2160934.4746 | 9552545.1829 |
Total P&L (%) | -397.8636 | 84.0913 | -481.9549 | 11713.4797 | 2160.9345 | 9552.5452 |
Avg Daily Profit (%) | -0.2186 | 0.0462 | -0.2648 | 0.2625 | 0.1715 | 0.2514 |
Buy And Hold Return (%) | 681.6555 | 681.6555 | 681.6555 | 681.6555 | 681.6555 | 681.6555 |
Max Trade Drawdown | -604728 | -68286 | -620759 | -3876500 | -1323554 | -3405574 |
Profit Factor | 0.5738 | 1.7193 | 0.4098 | 2.2054 | 1.6121 | 2.5439 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 89 | 42 | 47 | 49 | 24 | 25 |
Losing Trades | 16 | 11 | 5 | 56 | 29 | 27 |
Profitability (%) | 84.7619 | 79.2453 | 90.3846 | 46.6667 | 45.283 | 48.0769 |
Ratio Avg Win / Avg Loss | 0.1032 | 0.4503 | 0.0436 | 2.5204 | 1.9479 | 2.7474 |
Largest Winning Trade | 30029 | 30029 | 27118 | 7549465 | 1115323 | 7549465 |
Largest Losing Trade | -504699 | -65835 | -504699 | -2196936 | -713685 | -2196936 |
Avg Bars in Trades | 56 | 22 | 92 | 56 | 22 | 92 |
Avg Bars in Winners | 28 | 10 | 44 | 56 | 24 | 87 |
Avg Bars in Losers | 215 | 67 | 539 | 56 | 20 | 96 |
Bars Traded | 5969 | 1175 | 4794 | 5969 | 1175 | 4794 |
Profit Streak | 180.7309 | 180.7309 | 225.4809 | 180.7309 | 180.7309 | 225.4809 |
Trades During Streak | 12 | 6 | 10 | 12 | 6 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574277 | -471046 | -754408 | 480349 | -172287 | -165950 |
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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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