Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -422138.1307 | 33529.0972 | -455667.2279 | 4291746.0076 | 949650.1867 | 3342095.8209 |
Total P&L (%) | -422.1381 | 33.5291 | -455.6672 | 4291.746 | 949.6502 | 3342.0958 |
Avg Daily Profit (%) | -0.2328 | 0.0185 | -0.2512 | 0.2088 | 0.1297 | 0.1953 |
Buy And Hold Return (%) | 702.7073 | 702.7073 | 702.7073 | 702.7073 | 702.7073 | 702.7073 |
Max Trade Drawdown | -622929 | -76330 | -584390 | -2505678 | -1415829 | -2986673 |
Profit Factor | 0.5409 | 1.1961 | 0.3913 | 1.5604 | 1.3331 | 1.6952 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 101 | 47 | 54 | 67 | 33 | 34 |
Losing Trades | 24 | 16 | 8 | 58 | 30 | 28 |
Profitability (%) | 80.8 | 74.6032 | 87.0968 | 53.6 | 52.381 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.1285 | 0.4072 | 0.058 | 1.3508 | 1.2119 | 1.396 |
Largest Winning Trade | 30543 | 30543 | 13041 | 4293205 | 1141872 | 4293205 |
Largest Losing Trade | -437466 | -59314 | -437466 | -1588719 | -949542 | -1588719 |
Avg Bars in Trades | 36 | 21 | 51 | 36 | 21 | 51 |
Avg Bars in Winners | 14 | 4 | 23 | 33 | 23 | 43 |
Avg Bars in Losers | 125 | 70 | 234 | 38 | 18 | 60 |
Bars Traded | 4502 | 1332 | 3170 | 4502 | 1332 | 3170 |
Profit Streak | 151.2492 | 151.2492 | 218.9159 | 151.2492 | 151.2492 | 218.9159 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574638 | -482177 | -728948 | 415979 | -220282 | -143573 |
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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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