Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -371346.7701 | 61457.8508 | -432804.6209 | 4041841.5799 | 1034312.9028 | 3007528.6772 |
Total P&L (%) | -371.3468 | 61.4579 | -432.8046 | 4041.8416 | 1034.3129 | 3007.5287 |
Avg Daily Profit (%) | -0.2032 | 0.0336 | -0.2369 | 0.204 | 0.133 | 0.1882 |
Buy And Hold Return (%) | 962.2559 | 962.2559 | 962.2559 | 962.2559 | 962.2559 | 962.2559 |
Max Trade Drawdown | -519216 | -63403 | -526989 | -1356522 | -343164 | -1429484 |
Profit Factor | 0.536 | 1.6438 | 0.386 | 2.5321 | 2.4344 | 2.5688 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 77 | 39 | 38 | 39 | 20 | 19 |
Losing Trades | 14 | 7 | 7 | 52 | 26 | 26 |
Profitability (%) | 84.6154 | 84.7826 | 84.4444 | 42.8571 | 43.4783 | 42.2222 |
Ratio Avg Win / Avg Loss | 0.0975 | 0.295 | 0.0711 | 3.3761 | 3.1647 | 3.5152 |
Largest Winning Trade | 21964 | 15191 | 21964 | 2575581 | 386578 | 2575581 |
Largest Losing Trade | -457997 | -63403 | -457997 | -598932 | -133448 | -598932 |
Avg Bars in Trades | 48 | 19 | 77 | 48 | 19 | 77 |
Avg Bars in Winners | 21 | 9 | 34 | 55 | 30 | 82 |
Avg Bars in Losers | 194 | 73 | 314 | 42 | 11 | 74 |
Bars Traded | 4389 | 896 | 3493 | 4389 | 896 | 3493 |
Profit Streak | 214.1367 | 214.1367 | 221.8033 | 214.1367 | 214.1367 | 221.8033 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574387 | -307291 | -574960 | 354680 | -153684 | 299057 |
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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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