Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -471352.1477 | 28186.5705 | -499538.7182 | 5752576.8212 | 553029.2695 | 5199547.5516 |
Total P&L (%) | -471.3521 | 28.1866 | -499.5387 | 5752.5768 | 553.0293 | 5199.5476 |
Avg Daily Profit (%) | -0.2587 | 0.0155 | -0.2742 | 0.2236 | 0.103 | 0.2181 |
Buy And Hold Return (%) | 633.0411 | 633.0411 | 633.0411 | 633.0411 | 633.0411 | 633.0411 |
Max Trade Drawdown | -638524 | -63606 | -623998 | -2513958 | -1744262 | -2129326 |
Profit Factor | 0.5026 | 1.2009 | 0.3812 | 1.8393 | 1.1978 | 2.2811 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 92 | 41 | 51 | 44 | 20 | 24 |
Losing Trades | 21 | 16 | 5 | 69 | 37 | 32 |
Profitability (%) | 81.4159 | 71.9298 | 91.0714 | 38.9381 | 35.0877 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.1147 | 0.4686 | 0.0374 | 2.8843 | 2.216 | 3.0415 |
Largest Winning Trade | 23374 | 23374 | 16292 | 4249408 | 688228 | 4249408 |
Largest Losing Trade | -490770 | -63606 | -490770 | -1716130 | -725777 | -1716130 |
Avg Bars in Trades | 26 | 15 | 38 | 26 | 15 | 38 |
Avg Bars in Winners | 13 | 6 | 19 | 29 | 22 | 35 |
Avg Bars in Losers | 83 | 37 | 229 | 24 | 11 | 40 |
Bars Traded | 3002 | 863 | 2139 | 3002 | 863 | 2139 |
Profit Streak | 159.9644 | 159.9644 | 227.4644 | 159.9644 | 159.9644 | 227.4644 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574454 | -515727 | -754463 | 340074 | -407080 | -168893 |
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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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