Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -449583.0216 | 452811.792 | -902394.8136 | 37388812.8217 | 2333485.5123 | 35055327.3094 |
Total P&L (%) | -449.583 | 452.8118 | -902.3948 | 37388.8128 | 2333.4855 | 35055.3273 |
Avg Daily Profit (%) | -0.1978 | 0.1992 | -0.397 | 0.2611 | 0.1405 | 0.2582 |
Buy And Hold Return (%) | 9795.5969 | 9795.5969 | 9795.5969 | 9795.5969 | 9795.5969 | 9795.5969 |
Max Trade Drawdown | -880191 | -78136 | -1004109 | -24348563 | -17640422 | -9124704 |
Profit Factor | 0.698 | 3.4184 | 0.3066 | 1.9611 | 1.0917 | 3.6041 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 15 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 15 | 14 |
Profitability (%) | 51.6667 | 53.3333 | 50 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.653 | 2.9911 | 0.3066 | 1.8346 | 1.0917 | 3.1536 |
Largest Winning Trade | 202929 | 202929 | 49379 | 28233965 | 7427423 | 28233965 |
Largest Losing Trade | -358353 | -30916 | -358353 | -11859409 | -11859409 | -1960763 |
Avg Bars in Trades | 104 | 72 | 136 | 104 | 72 | 136 |
Avg Bars in Winners | 111 | 76 | 148 | 108 | 86 | 128 |
Avg Bars in Losers | 96 | 66 | 124 | 99 | 57 | 144 |
Bars Traded | 6248 | 2163 | 4084 | 6248 | 2163 | 4084 |
Profit Streak | 234.1498 | 234.1498 | 248.4831 | 234.1498 | 234.1498 | 607.8165 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752682 | -150268 | -579854 | -162004 | -289502 | 521184 |
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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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