Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -473819.9241 | 2258.9952 | -476078.9193 | 3098655.8912 | 805388.6318 | 2293267.2594 |
Total P&L (%) | -473.8199 | 2.259 | -476.0789 | 3098.6559 | 805.3886 | 2293.2673 |
Avg Daily Profit (%) | -0.2611 | 0.0012 | -0.2623 | 0.1911 | 0.1215 | 0.1751 |
Buy And Hold Return (%) | 881.2637 | 881.2637 | 881.2637 | 881.2637 | 881.2637 | 881.2637 |
Max Trade Drawdown | -633005 | -88996 | -594834 | -1265779 | -462452 | -1591307 |
Profit Factor | 0.4573 | 1.015 | 0.3406 | 1.9993 | 1.7229 | 2.1542 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 78 | 34 | 44 | 46 | 24 | 22 |
Losing Trades | 17 | 14 | 3 | 49 | 24 | 25 |
Profitability (%) | 82.1053 | 70.8333 | 93.617 | 48.4211 | 50 | 46.8085 |
Ratio Avg Win / Avg Loss | 0.0997 | 0.4179 | 0.0232 | 2.1297 | 1.7229 | 2.448 |
Largest Winning Trade | 26727 | 26727 | 16320 | 2331009 | 531475 | 2331009 |
Largest Losing Trade | -454550 | -57824 | -454550 | -863688 | -376523 | -863688 |
Avg Bars in Trades | 31 | 23 | 40 | 31 | 23 | 40 |
Avg Bars in Winners | 15 | 5 | 22 | 32 | 29 | 35 |
Avg Bars in Losers | 107 | 66 | 294 | 30 | 16 | 44 |
Bars Traded | 3010 | 1118 | 1892 | 3010 | 1118 | 1892 |
Profit Streak | 151.3009 | 151.3009 | 220.3009 | 151.3009 | 151.3009 | 220.3009 |
Trades During Streak | 12 | 6 | 7 | 12 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574539 | -558152 | -574028 | 372995 | -191143 | 315121 |
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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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