Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -503061.441 | 25958.3215 | -529019.7625 | 5667801.0842 | 789483.9633 | 4878317.121 |
Total P&L (%) | -503.0614 | 25.9583 | -529.0198 | 5667.8011 | 789.484 | 4878.3171 |
Avg Daily Profit (%) | -0.276 | 0.0142 | -0.2902 | 0.2227 | 0.12 | 0.2146 |
Buy And Hold Return (%) | 892.1476 | 892.1476 | 892.1476 | 892.1476 | 892.1476 | 892.1476 |
Max Trade Drawdown | -674563 | -65888 | -658248 | -2466331 | -1523039 | -2330171 |
Profit Factor | 0.4878 | 1.1738 | 0.3647 | 1.8266 | 1.3004 | 2.1536 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 87 | 37 | 50 | 49 | 24 | 25 |
Losing Trades | 22 | 18 | 4 | 60 | 31 | 29 |
Profitability (%) | 79.8165 | 67.2727 | 92.5926 | 44.9541 | 43.6364 | 46.2963 |
Ratio Avg Win / Avg Loss | 0.1233 | 0.571 | 0.0292 | 2.2367 | 1.6797 | 2.4982 |
Largest Winning Trade | 23374 | 23374 | 18046 | 4219879 | 813470 | 4219879 |
Largest Losing Trade | -509841 | -65888 | -509841 | -1600667 | -466235 | -1600667 |
Avg Bars in Trades | 27 | 13 | 42 | 27 | 13 | 42 |
Avg Bars in Winners | 14 | 4 | 21 | 25 | 16 | 34 |
Avg Bars in Losers | 79 | 31 | 295 | 28 | 10 | 48 |
Bars Traded | 2992 | 720 | 2272 | 2992 | 720 | 2272 |
Profit Streak | 161.8857 | 161.8857 | 228.3857 | 161.8857 | 161.8857 | 228.3857 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574627 | -546822 | -754267 | 407217 | -377928 | -168805 |
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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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