Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -289196.0086 | 118829.3789 | -408025.3875 | 9332970.3929 | -5317646.6822 | 14650617.0751 |
Total P&L (%) | -289.196 | 118.8294 | -408.0254 | 9332.9704 | -5317.6467 | 14650.6171 |
Avg Daily Profit (%) | -0.1538 | 0.0632 | -0.217 | 0.2421 | 0 | 0.266 |
Buy And Hold Return (%) | 246.6552 | 246.6552 | 246.6552 | 246.6552 | 246.6552 | 246.6552 |
Max Trade Drawdown | -338469 | -34426 | -437240 | -13936092 | -8030001 | -9892077 |
Profit Factor | 0.6481 | 2.2473 | 0.4383 | 1.3103 | 0.6273 | 1.9265 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 91 | 43 | 48 | 47 | 26 | 21 |
Losing Trades | 20 | 13 | 7 | 64 | 30 | 34 |
Profitability (%) | 81.982 | 76.7857 | 87.2727 | 42.3423 | 46.4286 | 38.1818 |
Ratio Avg Win / Avg Loss | 0.1424 | 0.6794 | 0.0639 | 1.7842 | 0.7238 | 3.119 |
Largest Winning Trade | 31581 | 31581 | 22656 | 16717965 | 1523410 | 16717965 |
Largest Losing Trade | -338469 | -17365 | -338469 | -9892077 | -3923212 | -9892077 |
Avg Bars in Trades | 48 | 12 | 86 | 48 | 12 | 86 |
Avg Bars in Winners | 17 | 4 | 28 | 48 | 11 | 93 |
Avg Bars in Losers | 193 | 37 | 483 | 49 | 12 | 81 |
Bars Traded | 5431 | 672 | 4759 | 5431 | 672 | 4759 |
Profit Streak | 33.2574 | 221.2574 | 33.2574 | 33.2574 | 221.2574 | 33.2574 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574674 | -448139 | -755696 | 303174 | -760970 | -171850 |
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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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