Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -467767.5798 | -5767.1877 | -462000.3921 | 2525905.4395 | 778753.2888 | 1747152.1507 |
Total P&L (%) | -467.7676 | -5.7672 | -462.0004 | 2525.9054 | 778.7533 | 1747.1522 |
Avg Daily Profit (%) | -0.2579 | -0.0032 | -0.2548 | 0.1804 | 0.1199 | 0.1609 |
Buy And Hold Return (%) | 600.8967 | 600.8967 | 600.8967 | 600.8967 | 600.8967 | 600.8967 |
Max Trade Drawdown | -630676 | -80506 | -579547 | -1096264 | -449071 | -1451757 |
Profit Factor | 0.4475 | 0.961 | 0.3386 | 1.9008 | 1.7816 | 1.9664 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 84 | 38 | 46 | 50 | 25 | 25 |
Losing Trades | 15 | 12 | 3 | 49 | 25 | 24 |
Profitability (%) | 84.8485 | 76 | 93.8776 | 50.5051 | 50 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.0799 | 0.3035 | 0.0221 | 1.8628 | 1.7816 | 1.8878 |
Largest Winning Trade | 23374 | 23374 | 16320 | 1929891 | 512292 | 1929891 |
Largest Losing Trade | -433648 | -56996 | -433648 | -856252 | -338929 | -856252 |
Avg Bars in Trades | 30 | 22 | 38 | 30 | 22 | 38 |
Avg Bars in Winners | 14 | 6 | 21 | 29 | 28 | 31 |
Avg Bars in Losers | 119 | 75 | 294 | 31 | 17 | 45 |
Bars Traded | 3011 | 1138 | 1873 | 3011 | 1138 | 1873 |
Profit Streak | 142.6114 | 142.6114 | 218.6114 | 142.6114 | 142.6114 | 218.6114 |
Trades During Streak | 12 | 6 | 9 | 12 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574253 | -755739 | -573938 | 410020 | -281151 | 359274 |
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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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