Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -587848.7945 | -11022.6048 | -576826.1897 | 3990274.4221 | 1028957.8711 | 2961316.551 |
Total P&L (%) | -587.8488 | -11.0226 | -576.8262 | 3990.2744 | 1028.9579 | 2961.3166 |
Avg Daily Profit (%) | -0.3253 | -0.0061 | -0.3192 | 0.2056 | 0.1342 | 0.1895 |
Buy And Hold Return (%) | 175.8404 | 175.8404 | 175.8404 | 175.8404 | 175.8404 | 175.8404 |
Max Trade Drawdown | -882200 | -142254 | -783056 | -1538047 | -545750 | -1368106 |
Profit Factor | 0.5158 | 0.9493 | 0.4213 | 1.8003 | 1.5627 | 1.9378 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 74 | 31 | 43 | 62 | 34 | 28 |
Losing Trades | 35 | 24 | 11 | 47 | 21 | 26 |
Profitability (%) | 67.8899 | 56.3636 | 79.6296 | 56.8807 | 61.8182 | 51.8519 |
Ratio Avg Win / Avg Loss | 0.244 | 0.735 | 0.1078 | 1.3647 | 0.9652 | 1.7994 |
Largest Winning Trade | 40240 | 20290 | 40240 | 1793365 | 381049 | 1793365 |
Largest Losing Trade | -542847 | -42614 | -542847 | -1206356 | -442026 | -1206356 |
Avg Bars in Trades | 29 | 13 | 45 | 29 | 13 | 45 |
Avg Bars in Winners | 11 | 4 | 16 | 27 | 13 | 44 |
Avg Bars in Losers | 66 | 24 | 156 | 31 | 13 | 46 |
Bars Traded | 3194 | 739 | 2455 | 3194 | 739 | 2455 |
Profit Streak | 28.6581 | 95.6581 | 28.6581 | 28.6581 | 95.6581 | 28.6581 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576426 | -758372 | -756452 | 479298 | -191049 | -167646 |
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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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