Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -352829.7266 | 70453.8835 | -423283.6101 | 4893276.8136 | 1141193.6806 | 3752083.133 |
Total P&L (%) | -352.8297 | 70.4539 | -423.2836 | 4893.2768 | 1141.1937 | 3752.0831 |
Avg Daily Profit (%) | -0.194 | 0.0387 | -0.2327 | 0.2153 | 0.1386 | 0.201 |
Buy And Hold Return (%) | 810.0917 | 810.0917 | 810.0917 | 810.0917 | 810.0917 | 810.0917 |
Max Trade Drawdown | -499185 | -63403 | -516732 | -1620779 | -442663 | -1614448 |
Profit Factor | 0.5596 | 1.7371 | 0.4001 | 2.5855 | 2.2892 | 2.7047 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 84 | 42 | 42 | 38 | 19 | 19 |
Losing Trades | 15 | 8 | 7 | 61 | 31 | 30 |
Profitability (%) | 84.8485 | 84 | 85.7143 | 38.3838 | 38 | 38.7755 |
Ratio Avg Win / Avg Loss | 0.0999 | 0.3309 | 0.0667 | 4.1504 | 3.7351 | 4.2705 |
Largest Winning Trade | 20969 | 15191 | 20969 | 3132478 | 384280 | 3132478 |
Largest Losing Trade | -457997 | -63403 | -457997 | -595371 | -155286 | -595371 |
Avg Bars in Trades | 44 | 18 | 71 | 44 | 18 | 71 |
Avg Bars in Winners | 19 | 9 | 30 | 56 | 31 | 81 |
Avg Bars in Losers | 181 | 64 | 314 | 36 | 9 | 64 |
Bars Traded | 4389 | 906 | 3483 | 4389 | 906 | 3483 |
Profit Streak | 205.5111 | 205.5111 | 213.1777 | 205.5111 | 205.5111 | 213.1777 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574338 | -480505 | -574803 | 350742 | -224904 | 313556 |
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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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