Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -490201.6596 | 60908.8039 | -551110.4635 | 15757702.0213 | 3427993.3073 | 12329708.7141 |
Total P&L (%) | -490.2017 | 60.9088 | -551.1105 | 15757.702 | 3427.9933 | 12329.7087 |
Avg Daily Profit (%) | -0.2702 | 0.0336 | -0.3038 | 0.2797 | 0.1966 | 0.2662 |
Buy And Hold Return (%) | 734.325 | 734.325 | 734.325 | 734.325 | 734.325 | 734.325 |
Max Trade Drawdown | -722244 | -63482 | -714946 | -3433459 | -1153935 | -3346257 |
Profit Factor | 0.5235 | 1.4899 | 0.3906 | 2.4533 | 1.7833 | 2.9066 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 89 | 41 | 48 | 53 | 27 | 26 |
Losing Trades | 22 | 15 | 7 | 58 | 29 | 29 |
Profitability (%) | 80.1802 | 73.2143 | 87.2727 | 47.7477 | 48.2143 | 47.2727 |
Ratio Avg Win / Avg Loss | 0.1294 | 0.5451 | 0.057 | 2.6847 | 1.9154 | 3.242 |
Largest Winning Trade | 23499 | 23374 | 23499 | 7890395 | 1733190 | 7890395 |
Largest Losing Trade | -533203 | -63482 | -533203 | -1524333 | -1153935 | -1524333 |
Avg Bars in Trades | 26 | 10 | 43 | 26 | 10 | 43 |
Avg Bars in Winners | 14 | 5 | 22 | 26 | 11 | 41 |
Avg Bars in Losers | 76 | 23 | 191 | 27 | 8 | 45 |
Bars Traded | 2985 | 567 | 2418 | 2985 | 567 | 2418 |
Profit Streak | 175.7348 | 175.7348 | 219.2348 | 175.7348 | 175.7348 | 219.2348 |
Trades During Streak | 8 | 4 | 8 | 8 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574526 | -489622 | -754757 | 525051 | -169325 | -165482 |
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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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