Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -599194.0644 | 46238.6999 | -645432.7644 | 15350965.2547 | 3930458.0802 | 11420507.1746 |
Total P&L (%) | -599.1941 | 46.2387 | -645.4328 | 15350.9653 | 3930.4581 | 11420.5072 |
Avg Daily Profit (%) | -0.3296 | 0.0254 | -0.355 | 0.2776 | 0.2035 | 0.2614 |
Buy And Hold Return (%) | 898.0263 | 898.0263 | 898.0263 | 898.0263 | 898.0263 | 898.0263 |
Max Trade Drawdown | -829263 | -76695 | -807044 | -3421186 | -1078013 | -3506660 |
Profit Factor | 0.4715 | 1.3411 | 0.3534 | 2.4071 | 2.0493 | 2.5942 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 86 | 38 | 48 | 52 | 27 | 25 |
Losing Trades | 23 | 17 | 6 | 57 | 28 | 29 |
Profitability (%) | 78.8991 | 69.0909 | 88.8889 | 47.7064 | 49.0909 | 46.2963 |
Ratio Avg Win / Avg Loss | 0.1261 | 0.6 | 0.0442 | 2.6385 | 2.1252 | 3.0092 |
Largest Winning Trade | 23374 | 23374 | 22632 | 7765914 | 1714777 | 7765914 |
Largest Losing Trade | -624003 | -63482 | -624003 | -3084049 | -913783 | -3084049 |
Avg Bars in Trades | 27 | 10 | 44 | 27 | 10 | 44 |
Avg Bars in Winners | 14 | 4 | 22 | 27 | 12 | 43 |
Avg Bars in Losers | 75 | 23 | 222 | 27 | 8 | 45 |
Bars Traded | 2986 | 582 | 2404 | 2986 | 582 | 2404 |
Profit Streak | 178.543 | 178.543 | 223.043 | 178.543 | 178.543 | 223.043 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574747 | -501950 | -754626 | 518444 | -168698 | -166531 |
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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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