Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -480636.5925 | 82536.4002 | -563172.9927 | 18954876.1939 | 4336111.1318 | 14618765.0621 |
Total P&L (%) | -480.6366 | 82.5364 | -563.173 | 18954.8762 | 4336.1111 | 14618.7651 |
Avg Daily Profit (%) | -0.2641 | 0.0454 | -0.3094 | 0.2889 | 0.2086 | 0.2746 |
Buy And Hold Return (%) | 739.9576 | 739.9576 | 739.9576 | 739.9576 | 739.9576 | 739.9576 |
Max Trade Drawdown | -708744 | -63451 | -711650 | -5077337 | -1639109 | -4678375 |
Profit Factor | 0.5487 | 1.5919 | 0.3915 | 2.2671 | 1.8132 | 2.5186 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 119 | 52 | 67 | 63 | 32 | 31 |
Losing Trades | 24 | 20 | 4 | 80 | 40 | 40 |
Profitability (%) | 83.2168 | 72.2222 | 94.3662 | 44.0559 | 44.4444 | 43.662 |
Ratio Avg Win / Avg Loss | 0.1107 | 0.6123 | 0.0234 | 2.8789 | 2.2665 | 3.2498 |
Largest Winning Trade | 30543 | 30543 | 20451 | 10623574 | 2121772 | 10623574 |
Largest Losing Trade | -601064 | -63451 | -601064 | -4222215 | -1025892 | -4222215 |
Avg Bars in Trades | 31 | 11 | 51 | 31 | 11 | 51 |
Avg Bars in Winners | 17 | 5 | 26 | 31 | 15 | 47 |
Avg Bars in Losers | 101 | 29 | 459 | 31 | 8 | 53 |
Bars Traded | 4477 | 854 | 3623 | 4477 | 854 | 3623 |
Profit Streak | 160.3547 | 160.3547 | 225.0213 | 160.3547 | 160.3547 | 225.0213 |
Trades During Streak | 4 | 2 | 11 | 4 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574537 | -372972 | -660627 | 452242 | -69584 | -74401 |
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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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