Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -485022.6322 | 27199.2914 | -512221.9237 | 5163798.3076 | 485220.5413 | 4678577.7663 |
Total P&L (%) | -485.0226 | 27.1993 | -512.2219 | 5163.7983 | 485.2205 | 4678.5778 |
Avg Daily Profit (%) | -0.2674 | 0.015 | -0.2824 | 0.2187 | 0.0974 | 0.2134 |
Buy And Hold Return (%) | 628.3742 | 628.3742 | 628.3742 | 628.3742 | 628.3742 | 628.3742 |
Max Trade Drawdown | -652251 | -66248 | -629211 | -3184548 | -1536686 | -3744204 |
Profit Factor | 0.5019 | 1.167 | 0.3683 | 1.5231 | 1.1336 | 1.7499 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 100 | 45 | 55 | 60 | 32 | 28 |
Losing Trades | 23 | 17 | 6 | 63 | 30 | 33 |
Profitability (%) | 81.3008 | 72.5806 | 90.1639 | 48.7805 | 51.6129 | 45.9016 |
Ratio Avg Win / Avg Loss | 0.1154 | 0.4409 | 0.0402 | 1.5992 | 1.0627 | 2.0624 |
Largest Winning Trade | 34128 | 34128 | 17692 | 6523646 | 1355489 | 6523646 |
Largest Losing Trade | -487776 | -59314 | -487776 | -2012909 | -1171639 | -2012909 |
Avg Bars in Trades | 36 | 21 | 52 | 36 | 21 | 52 |
Avg Bars in Winners | 15 | 5 | 23 | 37 | 24 | 53 |
Avg Bars in Losers | 127 | 62 | 314 | 35 | 17 | 51 |
Bars Traded | 4502 | 1309 | 3193 | 4502 | 1309 | 3193 |
Profit Streak | 151.3388 | 151.3388 | 219.0055 | 151.3388 | 151.3388 | 219.0055 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574655 | -526669 | -736174 | 436009 | -454587 | -150397 |
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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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