Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1248325.6188 | 232312.3779 | -1480637.9967 | 4112133.5747 | -23339839.0711 | 27451972.6458 |
Total P&L (%) | -1248.3256 | 232.3124 | -1480.638 | 4112.1336 | -23339.8391 | 27451.9726 |
Avg Daily Profit (%) | -0.6356 | 0.1183 | -0.7539 | 0.1906 | 0 | 0.2865 |
Buy And Hold Return (%) | 5922.2222 | 5922.2222 | 5922.2222 | 5922.2222 | 5922.2222 | 5922.2222 |
Max Trade Drawdown | -1594592 | -110917 | -1649179 | -41767369 | -27299020 | -21096005 |
Profit Factor | 0.4936 | 1.6016 | 0.2879 | 1.0297 | 0.6664 | 1.4004 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 116 | 61 | 55 | 112 | 58 | 54 |
Losing Trades | 95 | 44 | 51 | 99 | 47 | 52 |
Profitability (%) | 54.9763 | 58.0952 | 51.8868 | 53.0806 | 55.2381 | 50.9434 |
Ratio Avg Win / Avg Loss | 0.4043 | 1.1552 | 0.2669 | 0.9102 | 0.54 | 1.3486 |
Largest Winning Trade | 50704 | 50704 | 49590 | 45152436 | 4612875 | 45152436 |
Largest Losing Trade | -1376239 | -57290 | -1376239 | -22686342 | -22686342 | -12584846 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 22 | 22 | 22 | 23 | 23 | 23 |
Avg Bars in Losers | 33 | 34 | 32 | 32 | 32 | 31 |
Bars Traded | 5771 | 2876 | 2895 | 5771 | 2876 | 2895 |
Profit Streak | 437.6319 | 437.6319 | 448.2986 | 437.6319 | 437.6319 | 448.2986 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577412 | -197312 | -579189 | -344238 | -579510 | 334204 |
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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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