Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -412298.4919 | 72035.3989 | -484333.8908 | 8944612.0249 | 2911097.8251 | 6033514.1997 |
Total P&L (%) | -412.2985 | 72.0354 | -484.3339 | 8944.612 | 2911.0978 | 6033.5142 |
Avg Daily Profit (%) | -0.227 | 0.0397 | -0.2667 | 0.2484 | 0.1877 | 0.2269 |
Buy And Hold Return (%) | 597.3507 | 597.3507 | 597.3507 | 597.3507 | 597.3507 | 597.3507 |
Max Trade Drawdown | -629409 | -66445 | -625422 | -1223595 | -378256 | -1242503 |
Profit Factor | 0.5403 | 1.7133 | 0.3915 | 3.8511 | 3.9785 | 3.7935 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 91 | 43 | 48 | 55 | 27 | 28 |
Losing Trades | 20 | 13 | 7 | 56 | 29 | 27 |
Profitability (%) | 81.982 | 76.7857 | 87.2727 | 49.5496 | 48.2143 | 50.9091 |
Ratio Avg Win / Avg Loss | 0.1187 | 0.518 | 0.0571 | 3.9211 | 4.2733 | 3.658 |
Largest Winning Trade | 22479 | 20270 | 22479 | 2504146 | 921960 | 2504146 |
Largest Losing Trade | -480932 | -66445 | -480932 | -666357 | -378256 | -666357 |
Avg Bars in Trades | 39 | 11 | 67 | 39 | 11 | 67 |
Avg Bars in Winners | 20 | 5 | 34 | 39 | 17 | 61 |
Avg Bars in Losers | 124 | 31 | 296 | 39 | 6 | 74 |
Bars Traded | 4386 | 665 | 3721 | 4386 | 665 | 3721 |
Profit Streak | 81.7784 | 81.7784 | 220.7784 | 81.7784 | 81.7784 | 220.7784 |
Trades During Streak | 2 | 1 | 14 | 2 | 1 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575161 | -480972 | -754632 | 593485 | -166381 | -163154 |
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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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