Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -449736.1041 | 61633.1147 | -511369.2187 | 8868762.9876 | 1386665.0491 | 7482097.9386 |
Total P&L (%) | -449.7361 | 61.6331 | -511.3692 | 8868.763 | 1386.665 | 7482.0979 |
Avg Daily Profit (%) | -0.2468 | 0.0338 | -0.2807 | 0.2471 | 0.1483 | 0.2378 |
Buy And Hold Return (%) | 782.3688 | 782.3688 | 782.3688 | 782.3688 | 782.3688 | 782.3688 |
Max Trade Drawdown | -641493 | -65766 | -642293 | -2966223 | -1000320 | -3030836 |
Profit Factor | 0.5277 | 1.5031 | 0.3836 | 2.0277 | 1.4329 | 2.3788 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 89 | 42 | 47 | 47 | 23 | 24 |
Losing Trades | 16 | 11 | 5 | 58 | 30 | 28 |
Profitability (%) | 84.7619 | 79.2453 | 90.3846 | 44.7619 | 43.3962 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.0949 | 0.3937 | 0.0408 | 2.5022 | 1.869 | 2.7753 |
Largest Winning Trade | 30029 | 30029 | 27118 | 6369560 | 1094789 | 6369560 |
Largest Losing Trade | -498635 | -65717 | -498635 | -1960514 | -636882 | -1960514 |
Avg Bars in Trades | 56 | 23 | 91 | 56 | 23 | 91 |
Avg Bars in Winners | 28 | 9 | 45 | 58 | 28 | 87 |
Avg Bars in Losers | 215 | 74 | 525 | 55 | 18 | 94 |
Bars Traded | 5969 | 1223 | 4746 | 5969 | 1223 | 4746 |
Profit Streak | 180.2061 | 180.2061 | 227.4561 | 180.2061 | 180.2061 | 227.4561 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574430 | -488453 | -754482 | 431085 | -182111 | -167206 |
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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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