Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -630521.4078 | -58819.3437 | -571702.0641 | 3201605.4464 | 700919.7404 | 2500685.7059 |
Total P&L (%) | -630.5214 | -58.8193 | -571.7021 | 3201.6054 | 700.9197 | 2500.6857 |
Avg Daily Profit (%) | -0.3485 | -0.0325 | -0.316 | 0.1935 | 0.1151 | 0.1803 |
Buy And Hold Return (%) | 133.9873 | 133.9873 | 133.9873 | 133.9873 | 133.9873 | 133.9873 |
Max Trade Drawdown | -838714 | -118651 | -735190 | -1142116 | -336158 | -1271265 |
Profit Factor | 0.3756 | 0.6473 | 0.3219 | 2.183 | 1.6175 | 2.5915 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 72 | 29 | 43 | 60 | 35 | 25 |
Losing Trades | 31 | 23 | 8 | 43 | 17 | 26 |
Profitability (%) | 69.9029 | 55.7692 | 84.3137 | 58.2524 | 67.3077 | 49.0196 |
Ratio Avg Win / Avg Loss | 0.1617 | 0.5133 | 0.0599 | 1.5644 | 0.7856 | 2.6951 |
Largest Winning Trade | 26791 | 16952 | 26791 | 1728740 | 459524 | 1728740 |
Largest Losing Trade | -456222 | -52159 | -456222 | -931271 | -316910 | -931271 |
Avg Bars in Trades | 43 | 16 | 70 | 43 | 16 | 70 |
Avg Bars in Winners | 24 | 4 | 37 | 34 | 17 | 58 |
Avg Bars in Losers | 87 | 31 | 249 | 55 | 14 | 83 |
Bars Traded | 4478 | 858 | 3620 | 4478 | 858 | 3620 |
Profit Streak | 160.519 | 160.519 | 236.519 | 160.519 | 160.519 | 236.519 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576680 | -759229 | -755052 | 520010 | -216802 | -166152 |
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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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