Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -416880.1977 | 37265.7305 | -454145.9282 | 4539085.392 | 1198766.125 | 3340319.267 |
Total P&L (%) | -416.8802 | 37.2657 | -454.1459 | 4539.0854 | 1198.7661 | 3340.3193 |
Avg Daily Profit (%) | -0.2298 | 0.0205 | -0.2503 | 0.2117 | 0.1414 | 0.1952 |
Buy And Hold Return (%) | 725.6768 | 725.6768 | 725.6768 | 725.6768 | 725.6768 | 725.6768 |
Max Trade Drawdown | -624014 | -72448 | -584410 | -2485804 | -1272480 | -2994861 |
Profit Factor | 0.5442 | 1.2259 | 0.3941 | 1.6018 | 1.4444 | 1.6895 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 101 | 47 | 54 | 65 | 33 | 32 |
Losing Trades | 22 | 15 | 7 | 58 | 29 | 29 |
Profitability (%) | 82.1138 | 75.8065 | 88.5246 | 52.8455 | 53.2258 | 52.459 |
Ratio Avg Win / Avg Loss | 0.1185 | 0.3912 | 0.0511 | 1.4293 | 1.2693 | 1.5311 |
Largest Winning Trade | 34128 | 34128 | 13041 | 4256808 | 1136015 | 4256808 |
Largest Losing Trade | -437466 | -58886 | -437466 | -1575616 | -941061 | -1575616 |
Avg Bars in Trades | 36 | 21 | 51 | 36 | 21 | 51 |
Avg Bars in Winners | 15 | 5 | 23 | 35 | 24 | 46 |
Avg Bars in Losers | 134 | 72 | 268 | 37 | 17 | 58 |
Bars Traded | 4503 | 1339 | 3164 | 4503 | 1339 | 3164 |
Profit Streak | 151.9574 | 151.9574 | 219.6241 | 151.9574 | 151.9574 | 219.6241 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574516 | -482378 | -736309 | 425532 | -164146 | -150419 |
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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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