Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -213640.6221 | 151144.5313 | -364785.1534 | 40114774.6825 | 13068859.0725 | 27045915.6101 |
Total P&L (%) | -213.6406 | 151.1445 | -364.7852 | 40114.7747 | 13068.8591 | 27045.9156 |
Avg Daily Profit (%) | -0.118 | 0.0835 | -0.2015 | 0.3318 | 0.2699 | 0.31 |
Buy And Hold Return (%) | 163.6703 | 163.6703 | 163.6703 | 163.6703 | 163.6703 | 163.6703 |
Max Trade Drawdown | -468607 | -36884 | -532927 | -16860320 | -8974729 | -8355973 |
Profit Factor | 0.7997 | 1.9522 | 0.5982 | 1.9665 | 1.8115 | 2.0648 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 63 | 31 | 32 | 51 | 27 | 24 |
Losing Trades | 44 | 23 | 21 | 56 | 27 | 29 |
Profitability (%) | 58.8785 | 57.4074 | 60.3774 | 47.6636 | 50 | 45.283 |
Ratio Avg Win / Avg Loss | 0.5585 | 1.4484 | 0.3926 | 2.1593 | 1.8115 | 2.4949 |
Largest Winning Trade | 48684 | 26573 | 48684 | 10317623 | 6126997 | 10317623 |
Largest Losing Trade | -391066 | -23902 | -391066 | -4834613 | -4394427 | -4834613 |
Avg Bars in Trades | 27 | 10 | 45 | 27 | 10 | 45 |
Avg Bars in Winners | 23 | 10 | 36 | 31 | 13 | 52 |
Avg Bars in Losers | 33 | 10 | 59 | 24 | 7 | 39 |
Bars Traded | 2980 | 572 | 2408 | 2980 | 572 | 2408 |
Profit Streak | 161.4644 | 164.9644 | 161.4644 | 161.4644 | 164.9644 | 161.4644 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577711 | -422528 | -758910 | 500635 | -166739 | -168408 |
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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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